﻿<?xml version="1.0" encoding="UTF-8"?>
<dataroot xmlns:od="urn:schemas-microsoft-com:officedata" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"  xsi:noNamespaceSchemaLocation="Fields.xsd" generated="2006-05-08T17:42:57">
<Fields>
<Tag>1</Tag>
<FieldName>Account</FieldName>
<Type>String</Type>
<Desc>Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Acct</AbbrName>
<OverrideXMLName>Acct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>2</Tag>
<FieldName>AdvId</FieldName>
<Type>String</Type>
<Desc>Unique identifier of advertisement message.  (Prior to FIX 4.1 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AdvId</AbbrName>
<OverrideXMLName>AdvId</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>3</Tag>
<FieldName>AdvRefID</FieldName>
<Type>String</Type>
<Desc>Reference identifier used with CANCEL and REPLACE transaction types.(Prior to FIX 4.1 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AdvRefID</AbbrName>
<OverrideXMLName>AdvRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>4</Tag>
<FieldName>AdvSide</FieldName>
<Type>char</Type>
<Desc>Broker&apos;s side of advertised tradeValid values: B = Buy S = SellX = CrossT = Trade</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AdvSide</AbbrName>
<OverrideXMLName>AdvSide</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>5</Tag>
<FieldName>AdvTransType</FieldName>
<Type>String</Type>
<Desc>Identifies advertisement message transaction typeValid values:  N = NewC = CancelR = Replace </Desc>
<LenRefers>0</LenRefers>
<AbbrName>AdvTransTyp</AbbrName>
<OverrideXMLName>AdvTransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>6</Tag>
<FieldName>AvgPx</FieldName>
<Type>Price</Type>
<Desc>Calculated average price of all fills on this order. </Desc>
<LenRefers>0</LenRefers>
<AbbrName>AvgPx</AbbrName>
<OverrideXMLName>AvgPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>7</Tag>
<FieldName>BeginSeqNo</FieldName>
<Type>SeqNum</Type>
<Desc>Message sequence number of first message in range to be resent</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BeginSeqNo</AbbrName>
<OverrideXMLName>BeginSeqNo</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>8</Tag>
<FieldName>BeginString</FieldName>
<Type>String</Type>
<Desc>Identifies beginning of new message and protocol version.  ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)Valid values:	FIX.4.3</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BeginString</AbbrName>
<OverrideXMLName>BeginString</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>9</Tag>
<FieldName>BodyLength</FieldName>
<Type>Length</Type>
<Desc>Message length, in bytes, forward to the CheckSum field.  ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BodyLength</AbbrName>
<OverrideXMLName>BodyLength</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>10</Tag>
<FieldName>CheckSum</FieldName>
<Type>String</Type>
<Desc>Three byte, simple checksum  (see Volume 2: &quot;Checksum Calculation&quot; for description).  ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing &lt;SOH&gt;, as the end-of-message delimiter.  Always defined as three characters. (Always unencrypted)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CheckSum</AbbrName>
<OverrideXMLName>CheckSum</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>11</Tag>
<FieldName>ClOrdID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary  etc.) (identified by SenderCompID or OnBehalfOfCompID as appropriate).  Uniqueness must be guaranteed within a single trading day.  Firms, particularly those  which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure  uniqueness across days, for example by embedding a date within the ClOrdID field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ClOrdID</AbbrName>
<OverrideXMLName>ClOrdID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>12</Tag>
<FieldName>Commission</FieldName>
<Type>Amt</Type>
<Desc>Commission.  Note if CommType is percentage, Commission of 5% should be represented as .05.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Comm</AbbrName>
<OverrideXMLName>Comm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>13</Tag>
<FieldName>CommType</FieldName>
<Type>char</Type>
<Desc>Commission typeValid values:1 =	per share2 = percentage3 = absolute4 =  (for CIV buy orders) percentage waived – cash discount5 =  (for CIV buy orders) percentage waived – enhanced units6 = per bond</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CommTyp</AbbrName>
<OverrideXMLName>CommTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>14</Tag>
<FieldName>CumQty</FieldName>
<Type>Qty</Type>
<Desc>Total quantity (e.g. number of shares) filled.(Prior to FIX 4.2 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CumQty</AbbrName>
<OverrideXMLName>CumQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>15</Tag>
<FieldName>Currency</FieldName>
<Type>Currency</Type>
<Desc>Identifies currency used for price. Absence of this field is interpreted as the default for the security.  It is recommended that systems provide the currency value whenever possible.  See &quot;Appendix 6-A: Valid Currency Codes&quot; for information on obtaining valid values. </Desc>
<LenRefers>0</LenRefers>
<AbbrName>Ccy</AbbrName>
<OverrideXMLName>Ccy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>16</Tag>
<FieldName>EndSeqNo</FieldName>
<Type>SeqNum</Type>
<Desc>Message sequence number of last message in range to be resent.  If request is for a single message BeginSeqNo = EndSeqNo.  If request is for all messages subsequent to a particular message, EndSeqNo = “0” (representing infinity). </Desc>
<LenRefers>0</LenRefers>
<AbbrName>EndSeqNo</AbbrName>
<OverrideXMLName>EndSeqNo</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>17</Tag>
<FieldName>ExecID</FieldName>
<Type>String</Type>
<Desc>Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)).  Uniqueness must be guaranteed within a single trading day or the life of a multi-day order.  Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.(Prior to FIX 4.1 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ExecID</AbbrName>
<OverrideXMLName>ExecID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>18</Tag>
<FieldName>ExecInst</FieldName>
<Type>MultipleStringValue</Type>
<Desc>E = Do not increase - DNIF = Do not reduce - DNRG = All or none - AONH = Reinstate on System Failure (mutually exclusive with Q)I = Institutions onlyJ = Reinstate on Trading Halt (mutually exclusive with K)K = Cancel on Trading Halt (mutually exclusive with L)L = Last peg (last sale)M = Mid-price peg (midprice of inside quote)N = Non-negotiableO = Opening peg
P = Market pegQ = Cancel on System Failure (mutually exclusive with H)R = Primary peg (primary market - buy at bid/sell at offer)S = SuspendT = Fixed Peg to Local best bid or offer at time of orderU = Customer Display Instruction (Rule11Ac1-1/4)V = Netting (for Forex)W = Peg to VWAPX = Trade AlongY = Try to Stop(see Volume 1: &quot;Glossary&quot; for value definitions)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ExecInst</AbbrName>
<OverrideXMLName>ExecInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>19</Tag>
<FieldName>ExecRefID</FieldName>
<Type>String</Type>
<Desc>Reference identifier used with Cancel and Correct transaction types.(Prior to FIX 4.1 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ExecRefID</AbbrName>
<OverrideXMLName>ExecRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>20</Tag>
<FieldName>ExecTransType</FieldName>
<Type>char</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Identifies transaction typeValid values:  0 = New 1 = Cancel2 = Correct3 = Status</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ExecTransTyp</AbbrName>
<OverrideXMLName>ExecTransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>21</Tag>
<FieldName>HandlInst</FieldName>
<Type>char</Type>
<Desc>Instructions for order handling on Broker trading floorValid values:1 = Automated execution order, private, no Broker intervention2 = Automated execution order, public, Broker intervention OK3 = Manual order, best execution</Desc>
<LenRefers>0</LenRefers>
<AbbrName>HandlInst</AbbrName>
<OverrideXMLName>HandlInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>22</Tag>
<FieldName>SecurityIDSource</FieldName>
<Type>String</Type>
<Desc>Identifies class or source of the SecurityID value.  Required if SecurityID is specified.Valid values:1 = CUSIP2 = SEDOL3 = QUIK4 = ISIN number5 = RIC code6 = ISO Currency Code7 = ISO Country Code8 = Exchange Symbol9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)A = Bloomberg SymbolB = WertpapierC = DutchD = ValorenE = SicovamF = BelgianG = &quot;Common&quot; (Clearstream and Euroclear)100+ are reserved for private security identifications</Desc>
<LenRefers>0</LenRefers>
<AbbrName>IDSrc</AbbrName>
<OverrideXMLName>IDSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>23</Tag>
<FieldName>IOIID</FieldName>
<Type>String</Type>
<Desc>Unique identifier of IOI message.(Prior to FIX 4.1 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>IOIID</AbbrName>
<OverrideXMLName>IOIID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>24</Tag>
<FieldName>IOIOthSvc  (no longer used)</FieldName>
<Type>char</Type>
<Desc>No longer used as of FIX 4.2.  Included here for reference to prior versions.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>IOIOthSvc  (no longer used)</AbbrName>
<OverrideXMLName>IOIOthSvc  (no longer used)</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>25</Tag>
<FieldName>IOIQltyInd</FieldName>
<Type>char</Type>
<Desc>Relative quality of indicationValid values:L = LowM = MediumH = High</Desc>
<LenRefers>0</LenRefers>
<AbbrName>QltyInd</AbbrName>
<OverrideXMLName>QltyInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>26</Tag>
<FieldName>IOIRefID</FieldName>
<Type>String</Type>
<Desc>Reference identifier used with CANCEL and REPLACE, transaction types.(Prior to FIX 4.1 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RefID</AbbrName>
<OverrideXMLName>RefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>27</Tag>
<FieldName>IOIQty</FieldName>
<Type>String</Type>
<Desc>Quantity (e.g. number of shares) in numeric form or relative size.Valid values:0 - 1000000000S = SmallM = MediumL = Large</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Qty</AbbrName>
<OverrideXMLName>Qty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>28</Tag>
<FieldName>IOITransType</FieldName>
<Type>char</Type>
<Desc>Identifies IOI message transaction typeValid values:  N = NewC = CancelR = Replace </Desc>
<LenRefers>0</LenRefers>
<AbbrName>TransTyp</AbbrName>
<OverrideXMLName>TransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>29</Tag>
<FieldName>LastCapacity</FieldName>
<Type>char</Type>
<Desc>Broker capacity in order executionValid values:  1 = Agent2 = Cross as agent3 = Cross as principal4 = Principal</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LastCpcty</AbbrName>
<OverrideXMLName>LastCpcty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>30</Tag>
<FieldName>LastMkt</FieldName>
<Type>Exchange</Type>
<Desc>Market of execution for last fill  Valid values:  See &quot;Appendix 6-C&quot;</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LastMkt</AbbrName>
<OverrideXMLName>LastMkt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>31</Tag>
<FieldName>LastPx</FieldName>
<Type>Price</Type>
<Desc>Price of this (last) fill.  </Desc>
<LenRefers>0</LenRefers>
<AbbrName>LastPx</AbbrName>
<OverrideXMLName>LastPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>32</Tag>
<FieldName>LastQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LastQty</AbbrName>
<OverrideXMLName>LastQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>33</Tag>
<FieldName>NoLinesOfText</FieldName>
<Type>NumInGroup</Type>
<Desc>Identifies number of lines of text body</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoLinesOfText</AbbrName>
<OverrideXMLName>NoLinesOfText</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>34</Tag>
<FieldName>MsgSeqNum</FieldName>
<Type>SeqNum</Type>
<Desc>Integer message sequence number.   </Desc>
<LenRefers>0</LenRefers>
<AbbrName>SeqNum</AbbrName>
<OverrideXMLName>SeqNum</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>35</Tag>
<FieldName>MsgType</FieldName>
<Type>String</Type>
<Desc>Defines message type.    ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)Note: A &quot;U&quot; as the first character in the MsgType field (i.e. U1, U2, etc) indicates that the  message format is privately defined between the sender and receiver.Valid values:  *** Note the use of lower case letters ***0 = Heartbeat1 = Test Request2 = Resend Request3 = Reject4 = Sequence Reset5 = Logout6 = Indication of Interest7 = Advertisement8 = Execution Report9 = Order Cancel RejectA = LogonB = NewsC = EmailD = Order – SingleE = Order – ListF = Order Cancel RequestG= Order Cancel/Replace RequestH= Order Status RequestJ = AllocationK = List Cancel RequestL = List ExecuteM = List Status RequestN = List StatusP = Allocation ACKQ = Don’t Know Trade (DK)R = Quote RequestS = QuoteT = Settlement InstructionsV = Market Data RequestW = Market Data-Snapshot/Full RefreshX = Market Data-Incremental RefreshY = Market Data Request RejectZ = Quote Cancela =  Quote Status Requestb =  Mass Quote Acknowledgementc = Security Definition Requestd = Security Definitione = Security Status Requestf = Security Statusg = Trading Session Status Requesth = Trading Session Statusi = Mass Quotej = Business Message Rejectk = Bid Request l = Bid Response (lowercase L)m = List Strike Pricen = XML message (e.g. non-FIX MsgType)o = Registration Instructionsp = Registration Instructions Responseq = Order Mass Cancel Requestr = Order Mass Cancel Reports = New Order - Crosst = Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request)u = Cross Order Cancel Requestv = Security Type Requestw = Security Typesx = Security List Requesty = Security Listz = Derivative Security List RequestAA = Derivative Security ListAB = New Order - MultilegAC = Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request)AD = Trade Capture Report RequestAE = Trade Capture ReportAF = Order Mass Status RequestAG = Quote Request RejectAH = RFQ RequestAI = Quote Status Report</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MsgTyp</AbbrName>
<OverrideXMLName>MsgTyp</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>36</Tag>
<FieldName>NewSeqNo</FieldName>
<Type>SeqNum</Type>
<Desc>New sequence number</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NewSeqNo</AbbrName>
<OverrideXMLName>NewSeqNo</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>37</Tag>
<FieldName>OrderID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for Order as assigned by sell-side (broker, exchange, ECN).  Uniqueness must be guaranteed within a single trading day.  Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OrdID</AbbrName>
<OverrideXMLName>OrdID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>38</Tag>
<FieldName>OrderQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity ordered.  This represents the number of shares for equities or based on normal convention the number of contracts for options, futures, convertible bonds, etc.(Prior to FIX 4.2 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Qty</AbbrName>
<OverrideXMLName>Qty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>39</Tag>
<FieldName>OrdStatus</FieldName>
<Type>char</Type>
<Desc>Identifies current status of order.  Valid values: 0 = New1 = Partially filled2 = Filled3 = Done for day4 = Canceled5 = Replaced    (Removed/Replaced)6 = Pending Cancel (e.g. result of Order Cancel Request) 7 = Stopped8 = Rejected9 = SuspendedA = Pending NewB = CalculatedC = ExpiredD = Accepted for biddingE = Pending Replace (e.g. result of Order Cancel/Replace Request)*** SOME VALUES HAVE BEEN REPLACED - See &quot;Replaced Features and Supported Approach&quot; ***(see Volume 1: &quot;Glossary&quot; for value definitions)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OrdStat</AbbrName>
<OverrideXMLName>OrdStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>40</Tag>
<FieldName>OrdType</FieldName>
<Type>char</Type>
<Desc>Order type.Valid values:  1 = Market2 = Limit3 = Stop4 = Stop limit5 = Market on close  (Deprecated)6 = With or without7 = Limit or better8 = Limit with or without9 = On basisA = On close  (Deprecated)B = Limit on close  (Deprecated)C = Forex - Market  (Deprecated)D = Previously quotedE = Previously indicatedF = Forex - Limit  (Deprecated)G = Forex - SwapH = Forex - Previously Quoted  (Deprecated)I = Funari (Limit Day Order with unexecuted portion handled as Market On Close.   e.g. Japan)J = Market If Touched (MIT)K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)L = Previous Fund Valuation Point (Historic pricing) (for CIV)M = Next Fund Valuation Point –(Forward pricing) (for CIV)P = Pegged *** SOME VALUES HAVE BEEN DEPRECATED - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***(see Volume 1: &quot;Glossary&quot; for value definitions)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OrdTyp</AbbrName>
<OverrideXMLName>OrdTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>41</Tag>
<FieldName>OrigClOrdID</FieldName>
<Type>String</Type>
<Desc>ClOrdID of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OrigClOrdID</AbbrName>
<OverrideXMLName>OrigClOrdID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>42</Tag>
<FieldName>OrigTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as “GMT”))</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OrigTm</AbbrName>
<OverrideXMLName>OrigTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>43</Tag>
<FieldName>PossDupFlag</FieldName>
<Type>Boolean</Type>
<Desc>Indicates possible retransmission of message with this sequence numberValid values:Y = Possible duplicateN = Original transmission</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PosDup</AbbrName>
<OverrideXMLName>PosDup</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>44</Tag>
<FieldName>Price</FieldName>
<Type>Price</Type>
<Desc>Price per unit of quantity (e.g. per share)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Px</AbbrName>
<OverrideXMLName>Px</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>45</Tag>
<FieldName>RefSeqNum</FieldName>
<Type>SeqNum</Type>
<Desc>Reference message sequence number </Desc>
<LenRefers>0</LenRefers>
<AbbrName>RefSeqNum</AbbrName>
<OverrideXMLName>RefSeqNum</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>46</Tag>
<FieldName>RelatdSym  (no longer used)</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RelatdSym  (no longer used)</AbbrName>
<OverrideXMLName>RelatdSym  (no longer used)</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>47</Tag>
<FieldName>Rule80A</FieldName>
<Type>char</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***Note that the name of this field is changing to “OrderCapacity” as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values.   See the “Rule80A (aka OrderCapacity) Usage by Market” appendix for market-specific usage of this field.Valid values:A = Agency single orderB = Short exempt transaction (refer to A type)C = Program Order, non-index arb, for Member firm/orgD = Program Order, index arb, for Member firm/orgE = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as “Registered Equity Market Maker trades”)F = Short exempt transaction (refer to W type)H = Short exempt transaction (refer to I type)I  = Individual Investor, single orderJ = Program Order, index arb, for individual customerK = Program Order, non-index arb, for individual customerL = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)M = Program Order, index arb, for other memberN = Program Order, non-index arb, for other memberO = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as “Competing dealer trades”)P = PrincipalR = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as “Competing dealer trades”)S = Specialist tradesT = Transactions for the account of an unaffiliated member’s competing market maker (was incorrectly identified in the FIX spec as “Competing dealer trades”)U = Program Order, index arb, for other agencyW = All other orders as agent for other memberX = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)Y = Program Order, non-index arb, for other agencyZ = Short exempt transaction for non-member competing market-maker (refer to A and R types)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Rule80A</AbbrName>
<OverrideXMLName>Rule80A</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>48</Tag>
<FieldName>SecurityID</FieldName>
<Type>String</Type>
<Desc>Security identifier value of SecurityIDSource type (e.g. CUSIP, SEDOL, ISIN, etc).  Requires SecurityIDSource.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>49</Tag>
<FieldName>SenderCompID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify firm sending message.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SID</AbbrName>
<OverrideXMLName>SID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>50</Tag>
<FieldName>SenderSubID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific message originator (desk, trader, etc.)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SSub</AbbrName>
<OverrideXMLName>SSub</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>51</Tag>
<FieldName>SendingDate  (no longer used)</FieldName>
<Type>LocalMktDate</Type>
<Desc>No longer used.  Included here for reference to prior versions.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SndgDt  (no longer used)</AbbrName>
<OverrideXMLName>SndgDt  (no longer used)</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>52</Tag>
<FieldName>SendingTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SndgTm</AbbrName>
<OverrideXMLName>SndgTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>53</Tag>
<FieldName>Quantity</FieldName>
<Type>Qty</Type>
<Desc>Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Qty</AbbrName>
<OverrideXMLName>Qty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>54</Tag>
<FieldName>Side</FieldName>
<Type>char</Type>
<Desc>Side of orderValid values:1 = Buy2 = Sell3 = Buy minus4 = Sell plus5 = Sell short6 = Sell short exempt7  = Undisclosed (valid for IOI and List Order messages only)8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)9 = Cross shortA = Cross short exemptB = “As Defined” (for use with multileg instruments)C = “Opposite” (for use with multileg instruments)(see Volume 1: &quot;Glossary&quot; for value definitions)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Side</AbbrName>
<OverrideXMLName>Side</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>55</Tag>
<FieldName>Symbol</FieldName>
<Type>String</Type>
<Desc>Ticker symbol. Common, &quot;human understood&quot; representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Sym</AbbrName>
<OverrideXMLName>Sym</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>56</Tag>
<FieldName>TargetCompID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify receiving firm.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TID</AbbrName>
<OverrideXMLName>TID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>57</Tag>
<FieldName>TargetSubID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific individual or unit intended to receive message.  “ADMIN” reserved for administrative messages not intended for a specific user.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TSub</AbbrName>
<OverrideXMLName>TSub</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>58</Tag>
<FieldName>Text</FieldName>
<Type>String</Type>
<Desc>Free format text string(Note: this field does not have a specified maximum length)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Txt</AbbrName>
<OverrideXMLName>Txt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>59</Tag>
<FieldName>TimeInForce</FieldName>
<Type>char</Type>
<Desc>Specifies how long the order remains in effect.  Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.Valid values:  0 = Day1 = Good Till Cancel  (GTC)2 = At the Opening  (OPG)3 = Immediate or Cancel  (IOC)4 = Fill or Kill  (FOK)5 = Good Till Crossing  (GTX)6 = Good Till Date7 = At the Close (see Volume 1: &quot;Glossary&quot; for value definitions)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TmInForce</AbbrName>
<OverrideXMLName>TmInForce</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>60</Tag>
<FieldName>TransactTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as “GMT”)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TxnTm</AbbrName>
<OverrideXMLName>TxnTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>61</Tag>
<FieldName>Urgency</FieldName>
<Type>char</Type>
<Desc>Urgency flagValid values:  0 = Normal1 = Flash2 = Background</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Urgency</AbbrName>
<OverrideXMLName>Urgency</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>62</Tag>
<FieldName>ValidUntilTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ValidUntilTm</AbbrName>
<OverrideXMLName>ValidUntilTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>63</Tag>
<FieldName>SettlType</FieldName>
<Type>char</Type>
<Desc>Indicates order settlement period. If present, FutSettDate (64) overrides this field.  If both SettlmntTyp (63) and FutSettDate (64) are omitted, the default for SettlmntTyp (63) is 0 (Regular)Regular is defined as the default settlement period for the particular security on the exchange of execution.Valid values:0 = Regular1 = Cash2 = Next Day3 = T+24 = T+35 = T+46 = Future7 = When And If Issued8 = Sellers Option9 = T+ 5A = T+1</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlTyp</AbbrName>
<OverrideXMLName>SettlTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>64</Tag>
<FieldName>SettlDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Specific date of trade settlement (SettlementDate) in YYYYMMDD format.  If present, this field overrides SettlmntTyp (63). This field is required if the value of  SettlmntTyp (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlmntTyp (63) is 7 (When and If Issued)(expressed in local time at place of settlement)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlDt</AbbrName>
<OverrideXMLName>SettlDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>65</Tag>
<FieldName>SymbolSfx</FieldName>
<Type>String</Type>
<Desc>Additional information about the security (e.g. preferred, warrants, etc.).   Note also see SecurityType (167).Valid values:  As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Sfx</AbbrName>
<OverrideXMLName>Sfx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>66</Tag>
<FieldName>ListID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for list as assigned by institution, used to associate multiple individual orders.  Uniqueness must be guaranteed within a single trading day.  Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ListID</AbbrName>
<OverrideXMLName>ListID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>67</Tag>
<FieldName>ListSeqNo</FieldName>
<Type>int</Type>
<Desc>Sequence of individual order within list (i.e. ListSeqNo of TotNoOrds, 2 of 25, 3 of 25,   . . . )</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ListSeqNo</AbbrName>
<OverrideXMLName>ListSeqNo</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>68</Tag>
<FieldName>TotNoOrders</FieldName>
<Type>int</Type>
<Desc>Total number of list order entries across all messages. Should be the sum of all NoOrders in each message that has repeating list order entries related to the same ListID. Used to support fragmentation.(Prior to FIX 4.2 this field was named &quot;ListNoOrds&quot;)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TotNoOrds</AbbrName>
<OverrideXMLName>TotNoOrds</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>69</Tag>
<FieldName>ListExecInst</FieldName>
<Type>String</Type>
<Desc>Free format text message containing list handling and execution instructions.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ListExecInst</AbbrName>
<OverrideXMLName>ListExecInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>70</Tag>
<FieldName>AllocID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for allocation message.(Prior to FIX 4.1 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AllocID</AbbrName>
<OverrideXMLName>AllocID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>71</Tag>
<FieldName>AllocTransType</FieldName>
<Type>char</Type>
<Desc>Identifies allocation transaction typeValid values:0 = New1 = Replace2 = Cancel3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced)5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)*** SOME VALUES HAVE BEEN REPLACED - See &quot;Replaced Features and Supported Approach&quot; ***</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TransTyp</AbbrName>
<OverrideXMLName>TransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>72</Tag>
<FieldName>RefAllocID</FieldName>
<Type>String</Type>
<Desc>Reference identifier to be used with AllocTransType=Replace or Cancel or with AllocType = &quot;Sellside Calculated Using Preliminary&quot;.(Prior to FIX 4.1 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RefAllocID</AbbrName>
<OverrideXMLName>RefAllocID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>73</Tag>
<FieldName>NoOrders</FieldName>
<Type>NumInGroup</Type>
<Desc>Indicates number of orders to be combined for average pricing and allocation.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoOrds</AbbrName>
<OverrideXMLName>NoOrds</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>74</Tag>
<FieldName>AvgPxPrecision</FieldName>
<Type>int</Type>
<Desc>Indicates number of decimal places to be used for average pricing.  Absence of this field indicates that default precision arranged by the broker/institution is to be used.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AvgPxPrcsn</AbbrName>
<OverrideXMLName>AvgPxPrcsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>75</Tag>
<FieldName>TradeDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Indicates date of trade referenced in this message in YYYYMMDD format.  Absence of this field indicates current day (expressed in local time at place of trade).</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TrdDt</AbbrName>
<OverrideXMLName>TrdDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>76</Tag>
<FieldName>ExecBroker</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Identifies executing / give-up broker.  Standard NASD market-maker mnemonic is preferred.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ExecBrkr</AbbrName>
<OverrideXMLName>ExecBrkr</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>77</Tag>
<FieldName>PositionEffect</FieldName>
<Type>char</Type>
<Desc>Indicates whether the resulting position after a  trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.Valid Values:O = Open C = CloseR = RolledF = FIFO</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PosEfct</AbbrName>
<OverrideXMLName>PosEfct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>78</Tag>
<FieldName>NoAllocs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of  repeating AllocAccount/AllocPrice entries.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoAllocs</AbbrName>
<OverrideXMLName>NoAllocs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>79</Tag>
<FieldName>AllocAccount</FieldName>
<Type>String</Type>
<Desc>Sub-account mnemonic</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Acct</AbbrName>
<OverrideXMLName>Acct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>80</Tag>
<FieldName>AllocQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity  to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Qty</AbbrName>
<OverrideXMLName>Qty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>81</Tag>
<FieldName>ProcessCode</FieldName>
<Type>char</Type>
<Desc>Processing code for sub-account.  Absence of this field in AllocAccount / AllocPrice/AllocQty / ProcessCode instance indicates regular trade.Valid values:0 = regular1 = soft dollar2 = step-in3 = step-out4 = soft-dollar step-in5 = soft-dollar step-out6 = plan sponsor </Desc>
<LenRefers>0</LenRefers>
<AbbrName>ProcCode</AbbrName>
<OverrideXMLName>ProcCode</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>82</Tag>
<FieldName>NoRpts</FieldName>
<Type>int</Type>
<Desc>Total number of reports within series.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoRpts</AbbrName>
<OverrideXMLName>NoRpts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>83</Tag>
<FieldName>RptSeq</FieldName>
<Type>int</Type>
<Desc>Sequence number of message within report series.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RptSeq</AbbrName>
<OverrideXMLName>RptSeq</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>84</Tag>
<FieldName>CxlQty</FieldName>
<Type>Qty</Type>
<Desc>Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CxlQty</AbbrName>
<OverrideXMLName>CxlQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>85</Tag>
<FieldName>NoDlvyInst</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of delivery instruction fields to followNo longer used.  Included here for reference to prior versions.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoDlvyInst</AbbrName>
<OverrideXMLName>NoDlvyInst</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>86</Tag>
<FieldName>DlvyInst</FieldName>
<Type>String</Type>
<Desc>Free format text field to indicate delivery instructionsNo longer used.  Included here for reference to prior versions.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DlvyInst</AbbrName>
<OverrideXMLName>DlvyInst</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>87</Tag>
<FieldName>AllocStatus</FieldName>
<Type>int</Type>
<Desc>Identifies status of allocation.Valid values:0 = accepted (successfully processed)1 = rejected2 = partial accept3 = received (received, not yet processed)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Stat</AbbrName>
<OverrideXMLName>Stat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>88</Tag>
<FieldName>AllocRejCode</FieldName>
<Type>int</Type>
<Desc>Identifies reason for rejection.Valid values:0 = unknown account(s)1 = incorrect quantity2 = incorrect average price3 = unknown executing broker mnemonic4 = commission difference5 = unknown OrderID6 = unknown ListID7 = other</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RejCode</AbbrName>
<OverrideXMLName>RejCode</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>89</Tag>
<FieldName>Signature</FieldName>
<Type>data</Type>
<Desc>Electronic signature</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Signature</AbbrName>
<OverrideXMLName>Signature</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>90</Tag>
<FieldName>SecureDataLen</FieldName>
<Type>Length</Type>
<Desc>Length of encrypted message</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SecureDataLen</AbbrName>
<OverrideXMLName>SecureDataLen</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>91</Tag>
<FieldName>SecureData</FieldName>
<Type>data</Type>
<Desc>Actual encrypted data stream</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SecureData</AbbrName>
<OverrideXMLName>SecureData</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>92</Tag>
<FieldName>BrokerOfCredit</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Broker to receive trade credit.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BrkrOfCredit</AbbrName>
<OverrideXMLName>BrkrOfCredit</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>93</Tag>
<FieldName>SignatureLength</FieldName>
<Type>Length</Type>
<Desc>Number of bytes in signature field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SignatureLength</AbbrName>
<OverrideXMLName>SignatureLength</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>94</Tag>
<FieldName>EmailType</FieldName>
<Type>char</Type>
<Desc>Email message type.Valid values:0 = New1 = Reply2 = Admin Reply</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EmailTyp</AbbrName>
<OverrideXMLName>EmailTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>95</Tag>
<FieldName>RawDataLength</FieldName>
<Type>Length</Type>
<Desc>Number of bytes in raw data field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RawDataLength</AbbrName>
<OverrideXMLName>RawDataLength</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>96</Tag>
<FieldName>RawData</FieldName>
<Type>data</Type>
<Desc>Unformatted raw data, can include bitmaps, word processor documents, etc.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RawData</AbbrName>
<OverrideXMLName>RawData</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>97</Tag>
<FieldName>PossResend</FieldName>
<Type>Boolean</Type>
<Desc>Indicates that message may contain information that has been sent under another sequence number.Valid Values: Y=Possible resend N=Original transmission</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PosRsnd</AbbrName>
<OverrideXMLName>PosRsnd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>98</Tag>
<FieldName>EncryptMethod</FieldName>
<Type>int</Type>
<Desc>Method of encryption.Valid values:0 = None / other1 = PKCS (proprietary)2 = DES (ECB mode)3 = PKCS/DES (proprietary)4 = PGP/DES (defunct)5 = PGP/DES-MD5  (see app note on FIX web site)6 = PEM/DES-MD5  (see app note on FIX web site)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncryptMethod</AbbrName>
<OverrideXMLName>EncryptMethod</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>99</Tag>
<FieldName>StopPx</FieldName>
<Type>Price</Type>
<Desc>Price per unit of quantity (e.g. per share)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>StopPx</AbbrName>
<OverrideXMLName>StopPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>100</Tag>
<FieldName>ExDestination</FieldName>
<Type>Exchange</Type>
<Desc>Execution destination as defined by institution when order is entered.Valid values:See &quot;Appendix 6-C&quot;</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ExDest</AbbrName>
<OverrideXMLName>ExDest</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>101</Tag>
<FieldName>(Not Defined)</FieldName>
<Type></Type>
<Desc>This field has not been defined.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>(Not Defined)</AbbrName>
<OverrideXMLName>(Not Defined)</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>102</Tag>
<FieldName>CxlRejReason</FieldName>
<Type>int</Type>
<Desc>Code to identify reason for cancel rejection.Valid values:0 = Too late to cancel1 = Unknown order2 = Broker / Exchange Option3 = Order already in Pending Cancel or Pending Replace status4 = Unable to process Order Mass Cancel Request5 = OrigOrdModTime did not match last TransactTime of order6 = Duplicate ClOrdID received</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CxlRejRsn</AbbrName>
<OverrideXMLName>CxlRejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>103</Tag>
<FieldName>OrdRejReason</FieldName>
<Type>int</Type>
<Desc>Code to identify reason for order rejection.Valid values:0 = Broker / Exchange option1 = Unknown symbol2 = Exchange closed3 = Order exceeds limit4 = Too late to enter5 = Unknown Order6 = Duplicate Order (e.g. dupe ClOrdID)7 = Duplicate of a verbally communicated order8 = Stale Order9 = Trade Along required10 = Invalid Investor ID11 = Unsupported order characteristic12 = Surveillence Option</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RejRsn</AbbrName>
<OverrideXMLName>RejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>104</Tag>
<FieldName>IOIQualifier</FieldName>
<Type>char</Type>
<Desc>Code to qualify IOI use.Valid values:A = All or noneB = Market On Close (MOC) (held to close)C = At the close (around/not held to close)D = VWAP (Volume Weighted Avg Price)I = In touch withL = LimitM = More behindO = At the openP = Taking a positionQ = At the Market (previously called Current Quote)R = Ready to tradeS = Portfolio shownT = Through the dayV = VersusW = Indication - Working awayX = Crossing opportunityY = At the MidpointZ = Pre-open(see Volume 1: &quot;Glossary&quot; for value definitions)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Qual</AbbrName>
<OverrideXMLName>Qual</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>105</Tag>
<FieldName>WaveNo</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>WaveNo</AbbrName>
<OverrideXMLName>WaveNo</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>106</Tag>
<FieldName>Issuer</FieldName>
<Type>String</Type>
<Desc>Company name of security issuer (e.g. International Business Machines) see also Volume 7: &quot;PRODUCT: FIXED INCOME - Euro Soverign Issuer Codes&quot;</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Issr</AbbrName>
<OverrideXMLName>Issr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>107</Tag>
<FieldName>SecurityDesc</FieldName>
<Type>String</Type>
<Desc>Security description. </Desc>
<LenRefers>0</LenRefers>
<AbbrName>Desc</AbbrName>
<OverrideXMLName>Desc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>108</Tag>
<FieldName>HeartBtInt</FieldName>
<Type>int</Type>
<Desc>Heartbeat interval (seconds) </Desc>
<LenRefers>0</LenRefers>
<AbbrName>HeartBtInt</AbbrName>
<OverrideXMLName>HeartBtInt</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>109</Tag>
<FieldName>ClientID</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Firm identifier used in third party-transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). </Desc>
<LenRefers>0</LenRefers>
<AbbrName>ClientID</AbbrName>
<OverrideXMLName>ClientID</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>110</Tag>
<FieldName>MinQty</FieldName>
<Type>Qty</Type>
<Desc>Minimum quantity of an order to be executed. 
(Prior to FIX 4.2 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MinQty</AbbrName>
<OverrideXMLName>MinQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>111</Tag>
<FieldName>MaxFloor</FieldName>
<Type>Qty</Type>
<Desc>Maximum quantity (e.g. number of shares) within an order to be shown on the exchange floor at any given time. 
(Prior to FIX 4.2 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MaxFloor</AbbrName>
<OverrideXMLName>MaxFloor</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>112</Tag>
<FieldName>TestReqID</FieldName>
<Type>String</Type>
<Desc>Identifier included in Test Request message to be returned in resulting Heartbeat</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TestReqID</AbbrName>
<OverrideXMLName>TestReqID</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>113</Tag>
<FieldName>ReportToExch</FieldName>
<Type>Boolean</Type>
<Desc>Identifies party of trade responsible for exchange reporting.Valid values:Y = Indicates that party receiving message must report tradeN = Indicates that party sending message will report trade</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RptToExch</AbbrName>
<OverrideXMLName>RptToExch</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>114</Tag>
<FieldName>LocateReqd</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether the broker is to locate the stock in conjunction with a short sell order.

Valid values:Y = Indicates the broker is responsible for locating the stockN = Indicates the broker is not required to locate</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LocReqd</AbbrName>
<OverrideXMLName>LocReqd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>115</Tag>
<FieldName>OnBehalfOfCompID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify firm originating message if the message was delivered by a third party  i.e.   the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OBID</AbbrName>
<OverrideXMLName>OBID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>116</Tag>
<FieldName>OnBehalfOfSubID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OBSub</AbbrName>
<OverrideXMLName>OBSub</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>117</Tag>
<FieldName>QuoteID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for quote</Desc>
<LenRefers>0</LenRefers>
<AbbrName>QID</AbbrName>
<OverrideXMLName>QID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>118</Tag>
<FieldName>NetMoney</FieldName>
<Type>Amt</Type>
<Desc>Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NetMny</AbbrName>
<OverrideXMLName>NetMny</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>119</Tag>
<FieldName>SettlCurrAmt</FieldName>
<Type>Amt</Type>
<Desc>Total amount due expressed in settlement currency (includes the effect of the forex transaction)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlCurrAmt</AbbrName>
<OverrideXMLName>SettlCurrAmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>120</Tag>
<FieldName>SettlCurrency</FieldName>
<Type>Currency</Type>
<Desc>Currency code of settlement denomination. </Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlCcy</AbbrName>
<OverrideXMLName>SettlCcy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>121</Tag>
<FieldName>ForexReq</FieldName>
<Type>Boolean</Type>
<Desc>Indicates request for forex accommodation trade to be executed along with security transaction.Valid values:Y = Execute Forex after security tradeN = Do not execute Forex after security trade</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ForexReq</AbbrName>
<OverrideXMLName>ForexReq</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>122</Tag>
<FieldName>OrigSendingTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as “GMT”) when transmitting orders as the result of a resend request.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OrigSndTm</AbbrName>
<OverrideXMLName>OrigSndTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>123</Tag>
<FieldName>GapFillFlag</FieldName>
<Type>Boolean</Type>
<Desc>Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.Valid values:Y = Gap Fill message, MsgSeqNum field validN = Sequence Reset, ignore MsgSeqNum</Desc>
<LenRefers>0</LenRefers>
<AbbrName>GapFillFlag</AbbrName>
<OverrideXMLName>GapFillFlag</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>124</Tag>
<FieldName>NoExecs</FieldName>
<Type>NumInGroup</Type>
<Desc>No of execution repeating group entries to follow.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoExecs</AbbrName>
<OverrideXMLName>NoExecs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>125</Tag>
<FieldName>CxlType</FieldName>
<Type>char</Type>
<Desc>No longer used.  Included here for reference to prior versions.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CxlTyp</AbbrName>
<OverrideXMLName>CxlTyp</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>126</Tag>
<FieldName>ExpireTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as “GMT”) </Desc>
<LenRefers>0</LenRefers>
<AbbrName>ExpireTm</AbbrName>
<OverrideXMLName>ExpireTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>127</Tag>
<FieldName>DKReason</FieldName>
<Type>char</Type>
<Desc>Reason for execution rejection.Valid values:A =  Unknown symbolB = Wrong sideC = Quantity exceeds orderD = No matching orderE = Price exceeds limitZ = Other</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DkRsn</AbbrName>
<OverrideXMLName>DkRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>128</Tag>
<FieldName>DeliverToCompID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party   i.e.  the third party firm identifier would be delivered in the TargetCompID field and the ultimate receiver firm ID in this field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>D2ID</AbbrName>
<OverrideXMLName>D2ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>129</Tag>
<FieldName>DeliverToSubID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party</Desc>
<LenRefers>0</LenRefers>
<AbbrName>D2Sub</AbbrName>
<OverrideXMLName>D2Sub</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>130</Tag>
<FieldName>IOINaturalFlag</FieldName>
<Type>Boolean</Type>
<Desc>Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.Valid values:Y = NaturalN = Not natural</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NatFlag</AbbrName>
<OverrideXMLName>NatFlag</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>131</Tag>
<FieldName>QuoteReqID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for quote request</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ReqID</AbbrName>
<OverrideXMLName>ReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>132</Tag>
<FieldName>BidPx</FieldName>
<Type>Price</Type>
<Desc>Bid price/rate</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BidPx</AbbrName>
<OverrideXMLName>BidPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>133</Tag>
<FieldName>OfferPx</FieldName>
<Type>Price</Type>
<Desc>Offer price/rate</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OfrPx</AbbrName>
<OverrideXMLName>OfrPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>134</Tag>
<FieldName>BidSize</FieldName>
<Type>Qty</Type>
<Desc>Quantity of bid(Prior to FIX 4.2 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BidSz</AbbrName>
<OverrideXMLName>BidSz</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>135</Tag>
<FieldName>OfferSize</FieldName>
<Type>Qty</Type>
<Desc>Quantity of offer(Prior to FIX 4.2 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OfrSz</AbbrName>
<OverrideXMLName>OfrSz</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>136</Tag>
<FieldName>NoMiscFees</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of repeating groups of miscellaneous fees</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoMiscFees</AbbrName>
<OverrideXMLName>NoMiscFees</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>137</Tag>
<FieldName>MiscFeeAmt</FieldName>
<Type>Amt</Type>
<Desc>Miscellaneous fee value</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Amt</AbbrName>
<OverrideXMLName>Amt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>138</Tag>
<FieldName>MiscFeeCurr</FieldName>
<Type>Currency</Type>
<Desc>Currency of miscellaneous fee</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Curr</AbbrName>
<OverrideXMLName>Curr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>139</Tag>
<FieldName>MiscFeeType</FieldName>
<Type>char</Type>
<Desc>Indicates type of miscellaneous fee.Valid values:1 = Regulatory (e.g. SEC)2 = Tax3 = Local Commission4 = Exchange Fees5 = Stamp6 = Levy7 = Other8 = Markup9 = Consumption Tax</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>140</Tag>
<FieldName>PrevClosePx</FieldName>
<Type>Price</Type>
<Desc>Previous closing price of security.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PrevClsPx</AbbrName>
<OverrideXMLName>PrevClsPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>141</Tag>
<FieldName>ResetSeqNumFlag</FieldName>
<Type>Boolean</Type>
<Desc>Indicates that the both sides of the FIX session should reset sequence numbers.Valid values:Y = Yes, reset sequence numbersN = No</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ResetSeqNumFlag</AbbrName>
<OverrideXMLName>ResetSeqNumFlag</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>142</Tag>
<FieldName>SenderLocationID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SLoc</AbbrName>
<OverrideXMLName>SLoc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>143</Tag>
<FieldName>TargetLocationID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific message destination’s location (i.e. geographic location and/or desk, trader)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TLoc</AbbrName>
<OverrideXMLName>TLoc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>144</Tag>
<FieldName>OnBehalfOfLocationID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OBLoc</AbbrName>
<OverrideXMLName>OBLoc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>145</Tag>
<FieldName>DeliverToLocationID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific message recipient’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party</Desc>
<LenRefers>0</LenRefers>
<AbbrName>D2Loc</AbbrName>
<OverrideXMLName>D2Loc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>146</Tag>
<FieldName>NoRelatedSym</FieldName>
<Type>NumInGroup</Type>
<Desc>Specifies the number of repeating symbols specified.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoReltdSym</AbbrName>
<OverrideXMLName>NoReltdSym</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>147</Tag>
<FieldName>Subject</FieldName>
<Type>String</Type>
<Desc>The subject of an Email message</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Subject</AbbrName>
<OverrideXMLName>Subject</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>148</Tag>
<FieldName>Headline</FieldName>
<Type>String</Type>
<Desc>The headline of a News message</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Headline</AbbrName>
<OverrideXMLName>Headline</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>149</Tag>
<FieldName>URLLink</FieldName>
<Type>String</Type>
<Desc>A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>URL</AbbrName>
<OverrideXMLName>URL</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>150</Tag>
<FieldName>ExecType</FieldName>
<Type>char</Type>
<Desc>Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled) Valid values: 0 = New1 = Partial fill   (Replaced)2 = Fill  (Replaced)3 = Done for day4 = Canceled5 = Replace6 = Pending Cancel  (e.g. result of Order Cancel Request)7 = Stopped8 = Rejected9 = SuspendedA = Pending NewB = CalculatedC = ExpiredD = Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason set)E = Pending Replace (e.g. result of Order Cancel/Replace Request)F = Trade (partial fill or fill)G = Trade Correct (formerly an ExecTransType)H = Trade Cancel (formerly an ExecTransType)I = Order Status (formerly an ExecTransType)*** SOME VALUES HAVE BEEN REPLACED - See &quot;Replaced Features and Supported Approach&quot; ***</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ExecTyp</AbbrName>
<OverrideXMLName>ExecTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>151</Tag>
<FieldName>LeavesQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.(Prior to FIX 4.2 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LeavesQty</AbbrName>
<OverrideXMLName>LeavesQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>152</Tag>
<FieldName>CashOrderQty</FieldName>
<Type>Qty</Type>
<Desc>Specifies the approximate  order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares).  The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty) based upon this amount to be used for the actual order and subsequent messages.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Cash</AbbrName>
<OverrideXMLName>Cash</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>153</Tag>
<FieldName>AllocAvgPx</FieldName>
<Type>Price</Type>
<Desc>AvgPx for a specific AllocAccount</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AvgPx</AbbrName>
<OverrideXMLName>AvgPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>154</Tag>
<FieldName>AllocNetMoney</FieldName>
<Type>Amt</Type>
<Desc>NetMoney for a specific AllocAccount</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NetMny</AbbrName>
<OverrideXMLName>NetMny</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>155</Tag>
<FieldName>SettlCurrFxRate</FieldName>
<Type>float</Type>
<Desc>Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlCurrFxRt</AbbrName>
<OverrideXMLName>SettlCurrFxRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>156</Tag>
<FieldName>SettlCurrFxRateCalc</FieldName>
<Type>char</Type>
<Desc>Specifies whether or not SettlCurrFxRate should be multiplied or divided.M = MultiplyD = Divide</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlCurrFxRtCalc</AbbrName>
<OverrideXMLName>SettlCurrFxRtCalc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>157</Tag>
<FieldName>NumDaysInterest</FieldName>
<Type>int</Type>
<Desc>Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NumDaysInt</AbbrName>
<OverrideXMLName>NumDaysInt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>158</Tag>
<FieldName>AccruedInterestRate</FieldName>
<Type>Percentage</Type>
<Desc>Accrued Interest Rate for convertible bonds and fixed income</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AcrdIntRt</AbbrName>
<OverrideXMLName>AcrdIntRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>159</Tag>
<FieldName>AccruedInterestAmt</FieldName>
<Type>Amt</Type>
<Desc>Amount of Accrued Interest for convertible bonds and fixed income</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AcrdIntAmt</AbbrName>
<OverrideXMLName>AcrdIntAmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>160</Tag>
<FieldName>SettlInstMode</FieldName>
<Type>char</Type>
<Desc>Indicates mode used for Settlement InstructionsValid values:  0 = Default1 = Standing Instructions Provided2 = Specific Allocation Account Overriding3 = Specific Allocation Account Standing4 = Specific Order for a single account (for CIV)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlInstMode</AbbrName>
<OverrideXMLName>SettlInstMode</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>161</Tag>
<FieldName>AllocText</FieldName>
<Type>String</Type>
<Desc>Free format text related to a specific AllocAccount.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Text</AbbrName>
<OverrideXMLName>Text</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>162</Tag>
<FieldName>SettlInstID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for Settlement Instructions message.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlInstID</AbbrName>
<OverrideXMLName>SettlInstID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>163</Tag>
<FieldName>SettlInstTransType</FieldName>
<Type>char</Type>
<Desc>Settlement Instructions message transaction typeValid values:  N = NewC = CancelR = Replace </Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlInstTransTyp</AbbrName>
<OverrideXMLName>SettlInstTransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>164</Tag>
<FieldName>EmailThreadID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for an email thread (new and chain of replies)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EmailThreadID</AbbrName>
<OverrideXMLName>EmailThreadID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>165</Tag>
<FieldName>SettlInstSource</FieldName>
<Type>char</Type>
<Desc>Indicates source of Settlement InstructionsValid values:  1 = Broker’s Instructions2 = Institution’s Instructions3 = Investor (e.g. CIV use)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>InstSrc</AbbrName>
<OverrideXMLName>InstSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>166</Tag>
<FieldName>SettlLocation</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Identifies Settlement Depository or Country Code (ISITC spec)Valid values:   CED = CEDEL  DTC = Depository Trust Company  EUR = Euroclear  FED = Federal Book Entry  PNY= Physical  PTC = Participant Trust Company  ISO Country Code = Local Market Settle Location</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlLctn</AbbrName>
<OverrideXMLName>SettlLctn</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>167</Tag>
<FieldName>SecurityType</FieldName>
<Type>String</Type>
<Desc>Indicates type of security.  See also the Product and CFICode fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.Valid values (grouped by Product field value):  AGENCYFAC = Federal Agency CouponFADN = Federal Agency Discount NotePEF = Private Export Funding  Identify the Issuer in the &quot;Issuer&quot; field(106) *** REPLACED values - See &quot;Replaced Features and Supported Approach&quot; *** COMMODITY  FUT = Future  OPT = OptionNote: COMMODITY Product includes Bond, Interest Rate, Currency, Currency Spot Options, Crops/Grains, Foodstuffs, Livestock, Fibers, Lumber/Rubber, Oil/Gas/Electricity, Precious/Major Metal, and Industrial Metal.  Use CFICode for more granular definition if necessary. CORPORATECORP = Corporate BondCPP = Corporate Private PlacementCB = Convertible BondDUAL = Dual CurrencyXLINKD = Indexed LinkedSTRUCT = Structured NotesYANK = Yankee Corporate BondCURRENCYFOR = Foreign Exchange ContractEQUITYCS = Common StockPS = Preferred StockWAR - Warrant now is listed under Municipals for consistency with Bloomberg fixed income product types. For equity warrants - use the CFICode instead.GOVERNMENTBRADY = Brady BondTBOND = US Treasury BondTINT = Interest strip from any bond or noteTIPS = Treasury Inflation Protected SecuritiesTCAL = Principal strip of a callable bond or noteTPRN = Principal strip from a non-callable bond or noteUST = US Treasury Note/BondUSTB = US Treasury Billsee also Volume 7: &quot;PRODUCT: FIXED INCOME - Euro Soverign SecurityType Values&quot;INDEXNote: &quot;Indices&quot; includes: Stock, Index Spot Options, Commodity, Physical Index Options, Share/Ratio, and Spreads.  For index types use the CFICode.LOANTERM = Term LoanRVLV = Revolver LoanRVLVTRM = Revolver/Term LoanBRIDGE = Bridge LoanLOFC = Letter of CreditSWING = Swing Line FacilityDINP = Debtor in PossessionDEFLTED = DefaultedWITHDRN = WithdrawnREPLACD = ReplacedMATURED = MaturedAMENDED = Amended &amp; RestatedRETIRED = RetiredMONEYMARKETBA = Bankers AcceptanceBN = Bank NotesBOX = Bill of ExchangesCD = Certificate of DepositCL = Call LoansCP = Commercial PaperDN = Deposit NotesLQN = Liquidity NoteMTN = Medium Term NotesONITE = OvernightPN = Promissory NotePZFJ = Plazos FijosRP = Repurchase AgreementRVRP = Reverse Repurchase AgreementSTN = Short Term Loan NoteTD = Time DepositXCN = Extended Comm NoteMORTGAGEPOOL = Agency PoolsABS = Asset-backed SecuritiesCMBS = Corp. Mortgage-backed SecuritiesCMO = Collateralized Mortgage ObligationIET = IOETTE MortgageMBS = Mortgage-backed SecuritiesMIO = Mortgage Interest OnlyMPO = Mortgage Principal OnlyMPP = Mortgage Private PlacementMPT = Miscellaneous Pass-throughTBA = To be AnnouncedMUNICIPALAN = Other Anticipation Notes BAN, GAN, etc.COFO = Certificate of ObligationCOFP = Certificate of ParticipationGO = General Obligation BondsMT = Mandatory TenderRAN = Revenue Anticipation NoteREV = Revenue BondsSPCLA = Special AssessmentSPCLO = Special ObligationSPCLT = Special TaxTAN = Tax Anticipation NoteTAXA = Tax AllocationTECP = Tax Exempt Commercial PaperTRAN = Tax &amp; Revenue Anticipation NoteVRDN = Variable Rate Demand NoteWAR = WarrantOTHERMF = Mutual Fund (i.e. any kind of open-ended “Collective Investment Vehicle”)MLEG = Multi-leg instrument (e.g. options strategy or futures spread.  CFICode can be used to identify if options-based, futures-based, etc.)NONE = No Security Type? = “Wildcard” entry (used on Security Definition Request message)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SecTyp</AbbrName>
<OverrideXMLName>SecTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>168</Tag>
<FieldName>EffectiveTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EfctvTm</AbbrName>
<OverrideXMLName>EfctvTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>169</Tag>
<FieldName>StandInstDbType</FieldName>
<Type>int</Type>
<Desc>Identifies the Standing Instruction database usedValid values:  0 = Other1 = DTC SID2 = Thomson ALERT3 = A Global Custodian (StandInstDbName must be provided)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>StandInstDbTyp</AbbrName>
<OverrideXMLName>StandInstDbTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>170</Tag>
<FieldName>StandInstDbName</FieldName>
<Type>String</Type>
<Desc>Name of the Standing Instruction database represented with StandInstDbType (i.e. the Global Custodian’s name).</Desc>
<LenRefers>0</LenRefers>
<AbbrName>StandInstDbName</AbbrName>
<OverrideXMLName>StandInstDbName</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>171</Tag>
<FieldName>StandInstDbID</FieldName>
<Type>String</Type>
<Desc>Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>StandInstDbID</AbbrName>
<OverrideXMLName>StandInstDbID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>172</Tag>
<FieldName>SettlDeliveryType</FieldName>
<Type>int</Type>
<Desc>Identifies type of settlement0 = “Versus. Payment”: Deliver (if  Sell) or Receive (if Buy) vs. (Against) Payment 1 = “Free”: Deliver (if Sell) or Receive (if Buy) Free</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DlvryTyp</AbbrName>
<OverrideXMLName>DlvryTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>173</Tag>
<FieldName>SettlDepositoryCode </FieldName>
<Type>String</Type>
<Desc>Broker’s account code at the depository (i.e. CEDEL ID  for CEDEL, FINS for DTC, or Euroclear ID for Euroclear) if SettlLocation is a depository</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlDepositoryCode </AbbrName>
<OverrideXMLName>SettlDepositoryCode </OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>174</Tag>
<FieldName>SettlBrkrCode </FieldName>
<Type>String</Type>
<Desc>BIC (Bank Identification Code—Swift managed) code of  the broker involved (i.e. for multi-company brokerage firms)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlBrkrCode </AbbrName>
<OverrideXMLName>SettlBrkrCode </OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>175</Tag>
<FieldName>SettlInstCode </FieldName>
<Type>String</Type>
<Desc>BIC (Bank Identification Code—Swift managed) code of  the institution involved (i.e. for multi-company institution firms)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlInstCode </AbbrName>
<OverrideXMLName>SettlInstCode </OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>176</Tag>
<FieldName>SecuritySettlAgentName</FieldName>
<Type>String</Type>
<Desc>Name of SettlInstSource&apos;s local agent bank if SettlLocation is  not a depository</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SecSettlAgentName</AbbrName>
<OverrideXMLName>SecSettlAgentName</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>177</Tag>
<FieldName>SecuritySettlAgentCode</FieldName>
<Type>String</Type>
<Desc>BIC (Bank Identification Code--Swift managed) code of  the SettlInstSource&apos;s local agent bank if SettlLocation  is not a depository</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SecSettlAgentCode</AbbrName>
<OverrideXMLName>SecSettlAgentCode</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>178</Tag>
<FieldName>SecuritySettlAgentAcctNum</FieldName>
<Type>String</Type>
<Desc>SettlInstSource&apos;s account number at local agent bank if  SettlLocation is not a depository</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SecSettlAgentAcctNum</AbbrName>
<OverrideXMLName>SecSettlAgentAcctNum</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>179</Tag>
<FieldName>SecuritySettlAgentAcctName</FieldName>
<Type>String</Type>
<Desc>Name of SettlInstSource&apos;s account at local agent bank if  SettlLocation is not a depository</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SecSettlAgentAcctName</AbbrName>
<OverrideXMLName>SecSettlAgentAcctName</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>180</Tag>
<FieldName>SecuritySettlAgentContactName</FieldName>
<Type>String</Type>
<Desc>Name of contact at local agent bank for SettlInstSource&apos;s account if SettlLocation is not a depository</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SecSettlAgentContactName</AbbrName>
<OverrideXMLName>SecSettlAgentContactName</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>181</Tag>
<FieldName>SecuritySettlAgentContactPhone</FieldName>
<Type>String</Type>
<Desc>Phone number for contact at local agent bank if  SettlLocation is not a depository</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SecSettlAgentContactPhone</AbbrName>
<OverrideXMLName>SecSettlAgentContactPhone</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>182</Tag>
<FieldName>CashSettlAgentName</FieldName>
<Type>String</Type>
<Desc>Name of SettlInstSource&apos;s local agent bank if SettlDeliveryType=Free</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CshSettlAgentName</AbbrName>
<OverrideXMLName>CshSettlAgentName</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>183</Tag>
<FieldName>CashSettlAgentCode</FieldName>
<Type>String</Type>
<Desc>BIC (Bank Identification Code--Swift managed) code of  the SettlInstSource&apos;s local agent bank if SettlDeliveryType=Free</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CshSettlAgentCode</AbbrName>
<OverrideXMLName>CshSettlAgentCode</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>184</Tag>
<FieldName>CashSettlAgentAcctNum</FieldName>
<Type>String</Type>
<Desc>SettlInstSource&apos;s account number at local agent bank if SettlDeliveryType=Free</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CshSettlAgentAcctNum</AbbrName>
<OverrideXMLName>CshSettlAgentAcctNum</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>185</Tag>
<FieldName>CashSettlAgentAcctName</FieldName>
<Type>String</Type>
<Desc>Name of SettlInstSource&apos;s account at local agent bank if SettlDeliveryType=Free</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CshSettlAgentAcctName</AbbrName>
<OverrideXMLName>CshSettlAgentAcctName</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>186</Tag>
<FieldName>CashSettlAgentContactName</FieldName>
<Type>String</Type>
<Desc>Name of contact at local agent bank for SettlInstSource&apos;s account  if SettlDeliveryType=Free</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CshSettlAgentContactName</AbbrName>
<OverrideXMLName>CshSettlAgentContactName</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>187</Tag>
<FieldName>CashSettlAgentContactPhone</FieldName>
<Type>String</Type>
<Desc>Phone number for contact at local agent bank for SettlInstSource&apos;s account  if SettlDeliveryType=Free</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CshSettlAgentContactPhone</AbbrName>
<OverrideXMLName>CshSettlAgentContactPhone</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>188</Tag>
<FieldName>BidSpotRate</FieldName>
<Type>Price</Type>
<Desc>Bid F/X spot rate.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BidSpotRt</AbbrName>
<OverrideXMLName>BidSpotRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>189</Tag>
<FieldName>BidForwardPoints</FieldName>
<Type>PriceOffset</Type>
<Desc>Bid F/X forward points added to spot rate. May be a negative value.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BidFwdPnts</AbbrName>
<OverrideXMLName>BidFwdPnts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>190</Tag>
<FieldName>OfferSpotRate</FieldName>
<Type>Price</Type>
<Desc>Offer F/X spot rate.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OfrSpotRt</AbbrName>
<OverrideXMLName>OfrSpotRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>191</Tag>
<FieldName>OfferForwardPoints</FieldName>
<Type>PriceOffset</Type>
<Desc>Offer F/X forward points added to spot rate. May be a negative value.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OfrFwdPnts</AbbrName>
<OverrideXMLName>OfrFwdPnts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>192</Tag>
<FieldName>OrderQty2</FieldName>
<Type>Qty</Type>
<Desc>OrderQty of the future part of a F/X swap order.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Qty2</AbbrName>
<OverrideXMLName>Qty2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>193</Tag>
<FieldName>SettlDate2</FieldName>
<Type>LocalMktDate</Type>
<Desc>FutSettDate of the future part of a F/X swap order.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlDt2</AbbrName>
<OverrideXMLName>SettlDt2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>194</Tag>
<FieldName>LastSpotRate</FieldName>
<Type>Price</Type>
<Desc>F/X spot rate.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LastSpotRt</AbbrName>
<OverrideXMLName>LastSpotRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>195</Tag>
<FieldName>LastForwardPoints</FieldName>
<Type>PriceOffset</Type>
<Desc>F/X forward points added to LastSpotRate.  May be a negative value.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LastFwdPnts</AbbrName>
<OverrideXMLName>LastFwdPnts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>196</Tag>
<FieldName>AllocLinkID</FieldName>
<Type>String</Type>
<Desc>Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X “Netting” or “Swaps”.  Should be unique.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LinkID</AbbrName>
<OverrideXMLName>LinkID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>197</Tag>
<FieldName>AllocLinkType</FieldName>
<Type>int</Type>
<Desc>Identifies the type of Allocation linkage when AllocLinkID is used.Valid values:  0 = F/X Netting1 = F/X Swap</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LinkTyp</AbbrName>
<OverrideXMLName>LinkTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>198</Tag>
<FieldName>SecondaryOrderID</FieldName>
<Type>String</Type>
<Desc>Assigned by the party which accepts the order.  Can be used to provide the OrderID used by an exchange or executing system.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ScndOrdID</AbbrName>
<OverrideXMLName>ScndOrdID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>199</Tag>
<FieldName>NoIOIQualifiers</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of repeating groups of IOIQualifiers.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoIOIQuals</AbbrName>
<OverrideXMLName>NoIOIQuals</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>200</Tag>
<FieldName>MaturityMonthYear</FieldName>
<Type>month-year</Type>
<Desc>Can be used with standardized derivatives vs. the MaturityDate field.  Month and Year of the maturity (used for standardized futures and options). Format:  YYYYMM       (i.e. 199903)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MMY</AbbrName>
<OverrideXMLName>MMY</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>201</Tag>
<FieldName>PutOrCall</FieldName>
<Type>int</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Indicates whether an Option is for a put or call.Valid values:  0 = Put1 = Call</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PutOrCall</AbbrName>
<OverrideXMLName>PutOrCall</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>202</Tag>
<FieldName>StrikePrice</FieldName>
<Type>Price</Type>
<Desc>Strike Price for an Option.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Strk</AbbrName>
<OverrideXMLName>Strk</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>203</Tag>
<FieldName>CoveredOrUncovered</FieldName>
<Type>int</Type>
<Desc>Used for derivative products, such as optionsValid values:  0 = Covered1 = Uncovered</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CoveredOrUncovered</AbbrName>
<OverrideXMLName>CoveredOrUncovered</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>204</Tag>
<FieldName>CustomerOrFirm</FieldName>
<Type>int</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself.Valid values:  0 = Customer1 = Firm</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CustomerOrFirm</AbbrName>
<OverrideXMLName>CustomerOrFirm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>205</Tag>
<FieldName>MaturityDay</FieldName>
<Type>day-of-month</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Day of month used in conjunction with MaturityMonthYear to specify the maturity date for SecurityType=FUT or SecurityType=OPT.Valid values:      1-31</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MatDay</AbbrName>
<OverrideXMLName>MatDay</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>206</Tag>
<FieldName>OptAttribute</FieldName>
<Type>char</Type>
<Desc>Can be used for SecurityType=OPT to identify a particular security.Valid values vary by SecurityExchange:  *** REPLACED values - See &quot;Replaced Features and Supported Approach&quot; ***    For Exchange: MONEP (Paris)       L = Long (a.k.a. “American”)       S = Short (a.k.a. “European”)   For Exchanges: DTB (Frankfurt), HKSE (Hong Kong), and SOFFEX (Zurich)      0-9 = single digit “version” number assigned by exchange following capital adjustments (0=current, 1=prior, 2=prior to 1, etc).</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OptAt</AbbrName>
<OverrideXMLName>OptAt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>207</Tag>
<FieldName>SecurityExchange</FieldName>
<Type>Exchange</Type>
<Desc>Market used to help identify a security.Valid values:      See &quot;Appendix 6-C&quot;</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Exch</AbbrName>
<OverrideXMLName>Exch</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>208</Tag>
<FieldName>NotifyBrokerOfCredit</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).Valid values:      Y = Details should be communicated    N = Details should not be communicated</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NotifyBrkrOfCredit</AbbrName>
<OverrideXMLName>NotifyBrkrOfCredit</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>209</Tag>
<FieldName>AllocHandlInst</FieldName>
<Type>int</Type>
<Desc>Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.Valid values:      1 = Match    2 = Forward    3 = Forward and Match</Desc>
<LenRefers>0</LenRefers>
<AbbrName>HandlInst</AbbrName>
<OverrideXMLName>HandlInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>210</Tag>
<FieldName>MaxShow</FieldName>
<Type>Qty</Type>
<Desc>Maximum quantity (e.g. number of shares) within an order to be shown  to other customers (i.e. sent via an IOI).(Prior to FIX 4.2 this field was of type int)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MaxShow</AbbrName>
<OverrideXMLName>MaxShow</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>211</Tag>
<FieldName>PegOffsetValue</FieldName>
<Type>PriceOffset</Type>
<Desc>Amount (signed) added to the price of the peg  for a pegged order.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OfstVal</AbbrName>
<OverrideXMLName>OfstVal</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>212</Tag>
<FieldName>XmlDataLen</FieldName>
<Type>Length</Type>
<Desc>Length of the XmlData data block.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>XmlDataLen</AbbrName>
<OverrideXMLName>XmlDataLen</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>213</Tag>
<FieldName>XmlData</FieldName>
<Type>data</Type>
<Desc>Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML).  Note: may contain embedded SOH characters.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>XmlData</AbbrName>
<OverrideXMLName>XmlData</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>214</Tag>
<FieldName>SettlInstRefID</FieldName>
<Type>String</Type>
<Desc>Reference identifier for the SettlInstID with Cancel and Replace SettlInstTransType transaction types.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlInstRefID</AbbrName>
<OverrideXMLName>SettlInstRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>215</Tag>
<FieldName>NoRoutingIDs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of repeating groups of RoutingID and RoutingType values.See Volume 3: &quot;Pre-Trade Message Targeting/Routing&quot;</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoRtgIDs</AbbrName>
<OverrideXMLName>NoRtgIDs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>216</Tag>
<FieldName>RoutingType</FieldName>
<Type>int</Type>
<Desc>Indicates the type of RoutingID specified.Valid values:      1 = Target Firm    2 = Target List    3 = Block Firm    4 = Block List</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RtgTyp</AbbrName>
<OverrideXMLName>RtgTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>217</Tag>
<FieldName>RoutingID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify a specific routing destination.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RtgID</AbbrName>
<OverrideXMLName>RtgID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>218</Tag>
<FieldName>Spread</FieldName>
<Type>PriceOffset</Type>
<Desc>For Fixed Income.  Either Swap Spread or Spread to Benchmark depending upon the order type.  Spread to Benchmark:  Basis points relative to a benchmark.  To be expressed as &quot;count of basis points&quot; (vs. an absolute value).  E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the Benchmark field).  Note: Basis points can be negative.Swap Spread:  Target spread for a swap.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Spread</AbbrName>
<OverrideXMLName>Spread</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>219</Tag>
<FieldName>Benchmark</FieldName>
<Type>char</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***For Fixed Income.  Identifies the benchmark (e.g. used in conjunction with the Spread field).Valid values:1 = CURVE2 = 5-YR3 = OLD-54 = 10-YR5 = OLD-106 = 30-YR7 = OLD-308 = 3-MO-LIBOR9 = 6-MO-LIBOR</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Bnchmk</AbbrName>
<OverrideXMLName>Bnchmk</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>220</Tag>
<FieldName>BenchmarkCurveCurrency</FieldName>
<Type>Currency</Type>
<Desc>Identifies currency used for  benchmark curve. See &quot;Appendix 6-A: Valid Currency Codes&quot; for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Ccy</AbbrName>
<OverrideXMLName>Ccy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>221</Tag>
<FieldName>BenchmarkCurveName</FieldName>
<Type>String</Type>
<Desc>Name of benchmark curve.Valid values:MuniAAAFutureSWAPLIBIDLIBOR  (London Inter-Bank Offers)OTHERSWAPTreasuryEuriborPfandbriefe(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Name</AbbrName>
<OverrideXMLName>Name</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>222</Tag>
<FieldName>BenchmarkCurvePoint</FieldName>
<Type>String</Type>
<Desc>Point on benchmark curve.  Free form values:  e.g. “1Y”, “7Y”, “INTERPOLATED”.Sample values:1M = combination of a number between 1-12 and a &quot;M&quot; for month1Y = combination of number between 1-100 and a &quot;Y&quot; for year}10Y-OLD = see above, then add &quot;-OLD&quot; when appropriateINTERPOLATED = the point is mathematically derived2/2031 5 3/8 = the point is stated via a combination of maturity month / year and couponSee Fixed Income-specific documentation at http://www.fixprotocol.org for additional values.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Point</AbbrName>
<OverrideXMLName>Point</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>223</Tag>
<FieldName>CouponRate</FieldName>
<Type>Percentage</Type>
<Desc>For Fixed Income.  Coupon rate of the bond.  Will be zero for step-up bonds.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CpnRt</AbbrName>
<OverrideXMLName>CpnRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>224</Tag>
<FieldName>CouponPaymentDate</FieldName>
<Type>UTCDate</Type>
<Desc>Date interest is to be paid.  Used in identifying Corporate Bond issues.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CpnPmt</AbbrName>
<OverrideXMLName>CpnPmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>225</Tag>
<FieldName>IssueDate</FieldName>
<Type>UTCDate</Type>
<Desc>Date instrument was issued.  For Fixed Income IOIs for new issues, specifies the issue date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Issued</AbbrName>
<OverrideXMLName>Issued</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>226</Tag>
<FieldName>RepurchaseTerm</FieldName>
<Type>int</Type>
<Desc>Number of business days before repurchase of a repo.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RepoTrm</AbbrName>
<OverrideXMLName>RepoTrm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>227</Tag>
<FieldName>RepurchaseRate</FieldName>
<Type>Percentage</Type>
<Desc>Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-1/4 percent of par.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RepoRt</AbbrName>
<OverrideXMLName>RepoRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>228</Tag>
<FieldName>Factor</FieldName>
<Type>float</Type>
<Desc>Fraction for deriving Current face from Original face for TIPS, ABS or MBS Fixed Income securities.  Note the fraction may be greater than, equal to or less than 1.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Fctr</AbbrName>
<OverrideXMLName>Fctr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>229</Tag>
<FieldName>TradeOriginationDate</FieldName>
<Type>UTCDate</Type>
<Desc>Used with Fixed Income for Muncipal New Issue Market.  Agreement in principal between counter-parties prior to actual trade date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OrigntnDt</AbbrName>
<OverrideXMLName>OrigntnDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>230</Tag>
<FieldName>ExDate</FieldName>
<Type>UTCDate</Type>
<Desc>The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ExDt</AbbrName>
<OverrideXMLName>ExDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>231</Tag>
<FieldName>ContractMultiplier</FieldName>
<Type>float</Type>
<Desc>Specifies the ratio or multiply factor to convert from &quot;nominal&quot; units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc).  Applicable For Fixed Income, Convertible Bonds, Derivatives, etc.  Note: If used, quantities should be expressed in the &quot;nominal&quot; (e.g. contracts vs. shares) amount.  </Desc>
<LenRefers>0</LenRefers>
<AbbrName>Mult</AbbrName>
<OverrideXMLName>Mult</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>232</Tag>
<FieldName>NoStipulations</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of stipulation entries(Note tag # was reserved in FIX 4.1, added in FIX 4.3).</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoStips</AbbrName>
<OverrideXMLName>NoStips</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>233</Tag>
<FieldName>StipulationType</FieldName>
<Type>String</Type>
<Desc>For Fixed Income.  Type of Stipulation.Values include:GEOG = GeographicsISSUE = Year of IssueLOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)MAT = Maturity YearPIECES = Number of PiecesPMAX = Pools MaximumPPM = Pools per MillionPPL = Pools per LotPPT = Pools per TradePROD = Production YearTRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)WAC = Weighted Average Coupon  (value in percent)WAL = Weighted Average Life (value in months)WALA = Weighted Average Loan Age (value in months)WAM = Weighted Average Maturity (value in months)or the following Prepayment Speeds SMM = Single Monthly Mortality CPR = Constant Prepayment Rate CPY = Constant Prepayment Yield CPP = Constant Prepayment Penalty ABS = Absolute Prepayment Speed MPR = Monthly Prepayment Rate PSA = % of BMA Prepayment Curve PPC = % of Prospectus Prepayment Curve MHP = % of Manufactured Housing Prepayment Curve HEP = final CPR of Home Equity Prepayment CurveOther types may be used by mutual agreement of the counterparties.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>234</Tag>
<FieldName>StipulationValue</FieldName>
<Type>String</Type>
<Desc>For Fixed Income.  Value of stipulation.The expression can be an absolute single value or a combination of values and logical operators:&lt; value&gt; value&lt;= value&gt;= valuevaluevalue1 – value2value1 OR value2value1 AND value2plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties.Examples: “&gt;=60”, “.25”, “ORANGE OR CONTRACOSTA”, etc.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Val</AbbrName>
<OverrideXMLName>Val</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>235</Tag>
<FieldName>YieldType</FieldName>
<Type>String</Type>
<Desc>Type of yield.Valid values:AFTERTAX = After Tax Yield (Municipals) – The yield on the bond net of any tax consequences from holding the bond.  The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes.  Calculated from dollar price.ANNUAL = Annual Yield – The annual interest or dividend income an investment earns, expressed as a percentage of the investment’s total value.ATISSUE = Yield At Issue (Municipals) – The yield of the bond offered on the issue date.AVGLIFE = Yield To Average Life – The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.AVGMATURITY = Yield To Average Maturity  – The yield achieved by substituting a bond&apos;s average maturity for the issue&apos;s final maturity date.BOOK = Book Yield – The yield of a security calculated by using its book value instead of the current market price.  This term is typically used in the US domestic market.CALL = Yield to Next Call – The yield of a bond to the next possible call date.CHANGE = Yield Change Since Close – The change in the yield since the previous day&apos;s closing yield.CLOSE = Closing Yield – The yield of a bond based on the closing price.COMPOUND = Compound Yield – The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.CURRENT = Current Yield – Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.GROSS = True Gross Yield – Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.GOVTEQUIV = Government Equivalent Yield – Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.INFLATION = Yield with Inflation Assumption – Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.INVERSEFLOATER = Inverse Floater Bond Yield – Inverse floater semi-annual bond equivalent rate.LASTCLOSE = Most Recent Closing Yield – The last available yield stored in history, computed using price.LASTMONTH = Closing Yield Most Recent Month – The yield of a bond based on the closing price as of the most recent month&apos;s end.LASTQUARTER = Closing Yield Most Recent Quarter – The yield of a bond based on the closing price as of the most recent quarter’s end.LASTYEAR = Closing Yield Most Recent Year – The yield of a bond based on the closing price as of the most recent year’s end.LONGAVGLIFE = Yield to Longest Average Life – The yield assuming only mandatory sinks are taken.  This results in a lower paydown of debt; the yield is then calculated to the final payment date.LONGEST = Yield to Longest Average (Sinking Fund Bonds) – The yield assuming only mandatory sinks are taken.  This results in a slower paydown of debt; the yield is then calculated to the final payment date.MARK = Mark To Market Yield – An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.MATURITY = Yield to Maturity – The yield of a bond to its maturity date.NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) – Yield assuming all bonds are redeemed at the next refund date at the redemption price.OPENAVG = Open Average Yield – The average yield of the respective securities in the portfolio.PUT = Yield to Next Put – The yield to the date at which the bond holder can next put the bond to the issuer.PREVCLOSE = Previous Close Yield – The yield of a bond based on the closing price 1 day ago.PROCEEDS = Proceeds Yield – The CD equivalent yield when the remaining time to maturity is less than two years.SEMIANNUAL = Semi-annual Yield – The yield of a bond whose coupon payments are reinvested semi-annuallySHORTAVGLIFE = Yield to Shortest Average Life – same as AVGLIFE above.SHORTEST = Yield to Shortest Average (Sinking Fund Bonds) – The yield assuming that all sinks (mandatory and voluntary) are taken.  This results in a faster paydown of debt; the yield is then calculated to the final payment date.SIMPLE = Simple Yield – The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)TAXEQUIV = Tax Equivalent Yield – The after tax yield grossed up by the maximum federal tax rate of 39.6%.  For comparison to taxable yields.TENDER = Yield to Tender Date – The yield on a Municipal bond to its mandatory tender date.TRUE = True Yield – The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.VALUE1/32 = Yield Value Of 1/32 – The amount that the yield will change for a 1/32nd change in price.WORST = Yield To Worst Convention – The lowest yield to all possible redemption date scenarios.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>236</Tag>
<FieldName>Yield</FieldName>
<Type>Percentage</Type>
<Desc>Yield percentage.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Yld</AbbrName>
<OverrideXMLName>Yld</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>237</Tag>
<FieldName>TotalTakedown</FieldName>
<Type>Amt</Type>
<Desc>The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter&apos;s spread.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TotTakedown</AbbrName>
<OverrideXMLName>TotTakedown</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>238</Tag>
<FieldName>Concession</FieldName>
<Type>Amt</Type>
<Desc>Provides the reduction in price for the secondary market in Muncipals.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Concession</AbbrName>
<OverrideXMLName>Concession</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>239</Tag>
<FieldName>RepoCollateralSecurityType</FieldName>
<Type>int</Type>
<Desc>Identifies the collateral used in the transaction.  Valid values:   see SecurityType (167) field(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RepoCollSecTyp</AbbrName>
<OverrideXMLName>RepoCollSecTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>240</Tag>
<FieldName>RedemptionDate</FieldName>
<Type>UTCDate</Type>
<Desc>Return of investor&apos;s principal in a security.  Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Redeem</AbbrName>
<OverrideXMLName>Redeem</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>241</Tag>
<FieldName>UnderlyingCouponPaymentDate</FieldName>
<Type>UTCDate</Type>
<Desc>Underlying security’s CouponPaymentDate.  See CouponPaymentDate (224) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CpnPmt</AbbrName>
<OverrideXMLName>CpnPmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>242</Tag>
<FieldName>UnderlyingIssueDate</FieldName>
<Type>UTCDate</Type>
<Desc>Underlying security’s IssueDate.  See IssueDate (225) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Issued</AbbrName>
<OverrideXMLName>Issued</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>243</Tag>
<FieldName>UnderlyingRepoCollateralSecurityType</FieldName>
<Type>int</Type>
<Desc>Underlying security’s RepoCollateralSecurityType.  See RepoCollateralSecurityType (239) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RepoCollSecTyp</AbbrName>
<OverrideXMLName>RepoCollSecTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>244</Tag>
<FieldName>UnderlyingRepurchaseTerm</FieldName>
<Type>int</Type>
<Desc>Underlying security’s RepurchaseTerm.  See RepurchaseTerm (226) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RepoTrm</AbbrName>
<OverrideXMLName>RepoTrm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>245</Tag>
<FieldName>UnderlyingRepurchaseRate</FieldName>
<Type>Percentage</Type>
<Desc>Underlying security’s RepurchaseRate.  See RepurchaseRate (227) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RepoRt</AbbrName>
<OverrideXMLName>RepoRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>246</Tag>
<FieldName>UnderlyingFactor</FieldName>
<Type>float</Type>
<Desc>Underlying security’s Factor.  See Factor (228) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Fctr</AbbrName>
<OverrideXMLName>Fctr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>247</Tag>
<FieldName>UnderlyingRedemptionDate</FieldName>
<Type>UTCDate</Type>
<Desc>Underlying security’s RedemptionDate.  See RedemptionDate (240) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Redeem</AbbrName>
<OverrideXMLName>Redeem</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>248</Tag>
<FieldName>LegCouponPaymentDate</FieldName>
<Type>UTCDate</Type>
<Desc>Multileg instrument&apos;s individual leg security’s CouponPaymentDate.  See CouponPaymentDate (224) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CpnPmt</AbbrName>
<OverrideXMLName>CpnPmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>249</Tag>
<FieldName>LegIssueDate</FieldName>
<Type>UTCDate</Type>
<Desc>Multileg instrument&apos;s individual leg security’s IssueDate.  See IssueDate (225) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Issued</AbbrName>
<OverrideXMLName>Issued</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>250</Tag>
<FieldName>LegRepoCollateralSecurityType</FieldName>
<Type>int</Type>
<Desc>Multileg instrument&apos;s individual leg security’s RepoCollateralSecurityType.  See RepoCollateralSecurityType (239) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RepoCollSecTyp</AbbrName>
<OverrideXMLName>RepoCollSecTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>251</Tag>
<FieldName>LegRepurchaseTerm</FieldName>
<Type>int</Type>
<Desc>Multileg instrument&apos;s individual leg security’s RepurchaseTerm.  See RepurchaseTerm (226) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RepoTrm</AbbrName>
<OverrideXMLName>RepoTrm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>252</Tag>
<FieldName>LegRepurchaseRate</FieldName>
<Type>Percentage</Type>
<Desc>Multileg instrument&apos;s individual leg security’s RepurchaseRate.  See RepurchaseRate (227) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RepoRt</AbbrName>
<OverrideXMLName>RepoRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>253</Tag>
<FieldName>LegFactor</FieldName>
<Type>float</Type>
<Desc>Multileg instrument&apos;s individual leg security’s Factor.  See Factor (228) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Fctr</AbbrName>
<OverrideXMLName>Fctr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>254</Tag>
<FieldName>LegRedemptionDate</FieldName>
<Type>UTCDate</Type>
<Desc>Multileg instrument&apos;s individual leg security’s RedemptionDate.   See RedemptionDate (240) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Redeem</AbbrName>
<OverrideXMLName>Redeem</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>255</Tag>
<FieldName>CreditRating</FieldName>
<Type>String</Type>
<Desc>An evaluation of a company&apos;s ability to repay obligations or its likelihood of not defaulting.  These evaluation are provided by Credit Rating Agencies, i.e. S&amp;P, Moody&apos;s. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CrdRtg</AbbrName>
<OverrideXMLName>CrdRtg</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>256</Tag>
<FieldName>UnderlyingCreditRating</FieldName>
<Type>String</Type>
<Desc>Underlying security’s CreditRating.  See CreditRating (255) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CrdRtg</AbbrName>
<OverrideXMLName>CrdRtg</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>257</Tag>
<FieldName>LegCreditRating</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual leg security’s CreditRating.    See CreditRating (255) field for description(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CrdRtg</AbbrName>
<OverrideXMLName>CrdRtg</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>258</Tag>
<FieldName>TradedFlatSwitch</FieldName>
<Type>Boolean</Type>
<Desc>Driver and part of trade in the event that the Security Master file was wrong at the point of entryValid Values: Y = Traded FlatN = Not Traded Flat(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TrddFlatSwitch</AbbrName>
<OverrideXMLName>TrddFlatSwitch</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>259</Tag>
<FieldName>BasisFeatureDate</FieldName>
<Type>UTCDate</Type>
<Desc>BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BasisFeatureDt</AbbrName>
<OverrideXMLName>BasisFeatureDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>260</Tag>
<FieldName>BasisFeaturePrice</FieldName>
<Type>Price</Type>
<Desc>Price for BasisFeatureDate.    See BasisFeatureDate (259)(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BasisFeaturePx</AbbrName>
<OverrideXMLName>BasisFeaturePx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>261</Tag>
<FieldName>Reserved/Allocated to the Fixed Income proposal</FieldName>
<Type></Type>
<Desc></Desc>
<LenRefers>0</LenRefers>
<AbbrName>Reserved/Allocated to the Fixed Income proposal</AbbrName>
<OverrideXMLName>Reserved/Allocated to the Fixed Income proposal</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>262</Tag>
<FieldName>MDReqID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for Market Data Request</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ReqID</AbbrName>
<OverrideXMLName>ReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>263</Tag>
<FieldName>SubscriptionRequestType</FieldName>
<Type>char</Type>
<Desc>Subscription Request TypeValid values:0 = Snapshot1 = Snapshot + Updates (Subscribe)2 = Disable previous Snapshot + Update Request (Unsubscribe)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SubReqTyp</AbbrName>
<OverrideXMLName>SubReqTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>264</Tag>
<FieldName>MarketDepth</FieldName>
<Type>int</Type>
<Desc>Depth of market for Book SnapshotValid values:0 = Full Book1 = Top of BookN&gt;1 = Report best N price tiers of data</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MktDepth</AbbrName>
<OverrideXMLName>MktDepth</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>265</Tag>
<FieldName>MDUpdateType</FieldName>
<Type>int</Type>
<Desc>Specifies the type of Market Data update.Valid values:0 = Full Refresh1 = Incremental Refresh</Desc>
<LenRefers>0</LenRefers>
<AbbrName>UpdtTyp</AbbrName>
<OverrideXMLName>UpdtTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>266</Tag>
<FieldName>AggregatedBook</FieldName>
<Type>Boolean</Type>
<Desc>Specifies whether or not book entries should be aggregated.Valid values:Y = one book entry per side per priceN = Multiple entries per side per price allowed(Not specified) = broker option</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AggBook</AbbrName>
<OverrideXMLName>AggBook</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>267</Tag>
<FieldName>NoMDEntryTypes</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of MDEntryType fields requested.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoMDEntryTyps</AbbrName>
<OverrideXMLName>NoMDEntryTyps</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>268</Tag>
<FieldName>NoMDEntries</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of entries in Market Data message.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoMDEntries</AbbrName>
<OverrideXMLName>NoMDEntries</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>269</Tag>
<FieldName>MDEntryType</FieldName>
<Type>char</Type>
<Desc>Type  Market Data entry.Valid values:0 = Bid1 = Offer2 = Trade3 = Index Value4 = Opening Price5 = Closing Price6 = Settlement Price7 = Trading Session High Price8 = Trading Session Low Price9 = Trading Session VWAP PriceA = Imbalance</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>270</Tag>
<FieldName>MDEntryPx</FieldName>
<Type>Price</Type>
<Desc>Price of the Market Data Entry.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Px</AbbrName>
<OverrideXMLName>Px</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>271</Tag>
<FieldName>MDEntrySize</FieldName>
<Type>Qty</Type>
<Desc>Quantity represented by the Market Data Entry.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Sz</AbbrName>
<OverrideXMLName>Sz</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>272</Tag>
<FieldName>MDEntryDate</FieldName>
<Type>UTCDate</Type>
<Desc>Date of Market Data Entry.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Dt</AbbrName>
<OverrideXMLName>Dt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>273</Tag>
<FieldName>MDEntryTime</FieldName>
<Type>UTCTimeOnly</Type>
<Desc>Time of Market Data Entry.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Tm</AbbrName>
<OverrideXMLName>Tm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>274</Tag>
<FieldName>TickDirection</FieldName>
<Type>char</Type>
<Desc>Direction of the &quot;tick&quot;.Valid values:0 = Plus Tick1 = Zero-Plus Tick2 = Minus Tick3 = Zero-Minus Tick</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TickDirctn</AbbrName>
<OverrideXMLName>TickDirctn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>275</Tag>
<FieldName>MDMkt</FieldName>
<Type>Exchange</Type>
<Desc>Market posting quote / trade.  Valid values:See &quot;Appendix 6-C&quot;</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Mkt</AbbrName>
<OverrideXMLName>Mkt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>276</Tag>
<FieldName>QuoteCondition</FieldName>
<Type>MultipleStringValue</Type>
<Desc>Space-delimited list of conditions describing a quote.Valid values:A = Open / ActiveB = Closed / InactiveC = Exchange BestD = Consolidated BestE = LockedF = CrossedG = DepthH = Fast TradingI = Non-Firm</Desc>
<LenRefers>0</LenRefers>
<AbbrName>QCond</AbbrName>
<OverrideXMLName>QCond</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>277</Tag>
<FieldName>TradeCondition</FieldName>
<Type>MultipleStringValue</Type>
<Desc>Space-delimited list of conditions describing a tradeValid values:A = Cash (only) MarketB = Average Price TradeC = Cash Trade (same day clearing)D = Next Day (only) MarketE = Opening / Reopening Trade DetailF = Intraday Trade DetailG = Rule 127 Trade (NYSE)H = Rule 155 Trade (Amex)I = Sold Last (late reporting)J = Next Day Trade (next day clearing)K = Opened (late report of opened trade)L = SellerM = Sold (out of sequence)N = Stopped Stock (guarantee of price but does not execute the order)P = Imbalance More Buyers (Cannot be used in combination with Q)Q = Imbalance More Sellers (Cannot be used in combination with P)R = Opening Price</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TrdCond</AbbrName>
<OverrideXMLName>TrdCond</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>278</Tag>
<FieldName>MDEntryID</FieldName>
<Type>String</Type>
<Desc>Unique Market Data Entry identifier.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MDID</AbbrName>
<OverrideXMLName>MDID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>279</Tag>
<FieldName>MDUpdateAction</FieldName>
<Type>char</Type>
<Desc>Type of Market Data update action.Valid values:0 = New1 = Change2 = Delete</Desc>
<LenRefers>0</LenRefers>
<AbbrName>UpdtAct</AbbrName>
<OverrideXMLName>UpdtAct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>280</Tag>
<FieldName>MDEntryRefID</FieldName>
<Type>String</Type>
<Desc>Refers to a previous MDEntryID.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RefID</AbbrName>
<OverrideXMLName>RefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>281</Tag>
<FieldName>MDReqRejReason</FieldName>
<Type>char</Type>
<Desc>Reason for the rejection of a Market Data request.Valid values:0 = Unknown symbol1 = Duplicate MDReqID2 = Insufficient Bandwidth3 = Insufficient Permissions4 = Unsupported SubscriptionRequestType5 = Unsupported MarketDepth6 = Unsupported MDUpdateType7 = Unsupported AggregatedBook8 = Unsupported MDEntryType9 = Unsupported TradingSessionIDA = Unsupported ScopeB = Unsupported OpenCloseSettleFlagC = Unsupported MDImplicitDelete</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ReqRejResn</AbbrName>
<OverrideXMLName>ReqRejResn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>282</Tag>
<FieldName>MDEntryOriginator</FieldName>
<Type>String</Type>
<Desc>Originator of a Market Data Entry</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Orig</AbbrName>
<OverrideXMLName>Orig</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>283</Tag>
<FieldName>LocationID</FieldName>
<Type>String</Type>
<Desc>Identification of a Market Maker’s location</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LctnID</AbbrName>
<OverrideXMLName>LctnID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>284</Tag>
<FieldName>DeskID</FieldName>
<Type>String</Type>
<Desc>Identification of a Market Maker’s desk</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DeskID</AbbrName>
<OverrideXMLName>DeskID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>285</Tag>
<FieldName>DeleteReason</FieldName>
<Type>char</Type>
<Desc>Reason for deletion.Valid values:0 = Cancelation / Trade Bust1 = Error</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DelRsn</AbbrName>
<OverrideXMLName>DelRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>286</Tag>
<FieldName>OpenCloseSettlFlag</FieldName>
<Type>MultipleStringValue</Type>
<Desc>Flag that identifies a price.Valid values:0 = Daily Open / Close / Settlement price1 = Session Open / Close / Settlement price2 = Delivery Settlement price3 = Expected price4 = Price from previous business day(Prior to FIX 4.3 this field was of type char)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OpenClsSettlFlag</AbbrName>
<OverrideXMLName>OpenClsSettlFlag</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>287</Tag>
<FieldName>SellerDays</FieldName>
<Type>int</Type>
<Desc>Specifies the number of days that may elapse before delivery of the security</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SellerDays</AbbrName>
<OverrideXMLName>SellerDays</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>288</Tag>
<FieldName>MDEntryBuyer</FieldName>
<Type>String</Type>
<Desc>Buying party in a trade</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Buyer</AbbrName>
<OverrideXMLName>Buyer</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>289</Tag>
<FieldName>MDEntrySeller</FieldName>
<Type>String</Type>
<Desc>Selling party in a trade</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Seller</AbbrName>
<OverrideXMLName>Seller</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>290</Tag>
<FieldName>MDEntryPositionNo</FieldName>
<Type>int</Type>
<Desc>Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PosNo</AbbrName>
<OverrideXMLName>PosNo</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>291</Tag>
<FieldName>FinancialStatus</FieldName>
<Type>MultipleStringValue</Type>
<Desc>Identifies a firm’s financial status.Valid values:1 = Bankrupt2 = Pending delisting</Desc>
<LenRefers>0</LenRefers>
<AbbrName>FinclStat</AbbrName>
<OverrideXMLName>FinclStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>292</Tag>
<FieldName>CorporateAction</FieldName>
<Type>MultipleStringValue</Type>
<Desc>Identifies the type of Corporate Action.Valid values:  A = Ex-Dividend  B = Ex-Distribution  C = Ex-Rights  D = New  E = Ex-Interest</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CorpActn</AbbrName>
<OverrideXMLName>CorpActn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>293</Tag>
<FieldName>DefBidSize</FieldName>
<Type>Qty</Type>
<Desc>Default Bid Size.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DefBidSz</AbbrName>
<OverrideXMLName>DefBidSz</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>294</Tag>
<FieldName>DefOfferSize</FieldName>
<Type>Qty</Type>
<Desc>Default Offer Size.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DefOfrSz</AbbrName>
<OverrideXMLName>DefOfrSz</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>295</Tag>
<FieldName>NoQuoteEntries</FieldName>
<Type>NumInGroup</Type>
<Desc>The number of quote entries for a QuoteSet.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoQuotEntries</AbbrName>
<OverrideXMLName>NoQuotEntries</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>296</Tag>
<FieldName>NoQuoteSets</FieldName>
<Type>NumInGroup</Type>
<Desc>The number of sets of quotes in the message.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoQuotSets</AbbrName>
<OverrideXMLName>NoQuotSets</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>297</Tag>
<FieldName>QuoteStatus</FieldName>
<Type>int</Type>
<Desc>Identifies the status of the quote acknowledgement.Valid values:0 = Accepted1 = Canceled for Symbol(s)2 = Canceled  for Security Type(s)3 = Canceled for Underlying4 = Canceled All5 = Rejected6 = Removed from Market7 = Expired8 = Query9 = Quote Not Found10 = Pending</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Stat</AbbrName>
<OverrideXMLName>Stat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>298</Tag>
<FieldName>QuoteCancelType</FieldName>
<Type>int</Type>
<Desc>Identifies the type of  quote cancel.Valid Values:  1 = Cancel for Symbol(s)  2 = Cancel for Security Type(s)  3 = Cancel for Underlying Symbol  4 = Cancel All Quotes</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CxlTyp</AbbrName>
<OverrideXMLName>CxlTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>299</Tag>
<FieldName>QuoteEntryID</FieldName>
<Type>String</Type>
<Desc>Uniquely identifies the quote as part of a QuoteSet.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EntryID</AbbrName>
<OverrideXMLName>EntryID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>300</Tag>
<FieldName>QuoteRejectReason</FieldName>
<Type>int</Type>
<Desc>Reason Quote was rejected:Valid Values:  1 = Unknown symbol (Security)  2 = Exchange(Security) closed  3 = Quote Request exceeds limit  4 = Too late to enter  5 = Unknown Quote  6 = Duplicate Quote    7 = Invalid bid/ask spread  8 = Invalid price  9 = Not authorized to quote security</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RejRsn</AbbrName>
<OverrideXMLName>RejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>301</Tag>
<FieldName>QuoteResponseLevel</FieldName>
<Type>int</Type>
<Desc>Level of Response requested from receiver of quote messages.Valid Values:  0 = No Acknowledgement (Default)  1 = Acknowledge only negative or erroneous quotes  2 = Acknowledge each quote messages</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RspLvl</AbbrName>
<OverrideXMLName>RspLvl</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>302</Tag>
<FieldName>QuoteSetID</FieldName>
<Type>String</Type>
<Desc>Unique id for the Quote Set. </Desc>
<LenRefers>0</LenRefers>
<AbbrName>SetID</AbbrName>
<OverrideXMLName>SetID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>303</Tag>
<FieldName>QuoteRequestType</FieldName>
<Type>int</Type>
<Desc>Indicates the type of Quote Request being generatedValid values:  1 = Manual  2 = Automatic</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ReqTyp</AbbrName>
<OverrideXMLName>ReqTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>304</Tag>
<FieldName>TotNoQuoteEntries</FieldName>
<Type>int</Type>
<Desc>Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TotNoQuotEntries</AbbrName>
<OverrideXMLName>TotNoQuotEntries</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>305</Tag>
<FieldName>UnderlyingSecurityIDSource</FieldName>
<Type>String</Type>
<Desc>Underlying security’s SecurityIDSource.  Valid values:   see SecurityIDSource (22) field</Desc>
<LenRefers>0</LenRefers>
<AbbrName>IDSrc</AbbrName>
<OverrideXMLName>IDSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>306</Tag>
<FieldName>UnderlyingIssuer</FieldName>
<Type>String</Type>
<Desc>Underlying security’s Issuer.  See Issuer (106) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Issr</AbbrName>
<OverrideXMLName>Issr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>307</Tag>
<FieldName>UnderlyingSecurityDesc</FieldName>
<Type>String</Type>
<Desc>Underlying security’s SecurityDesc.  See SecurityDesc (107) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Desc</AbbrName>
<OverrideXMLName>Desc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>308</Tag>
<FieldName>UnderlyingSecurityExchange</FieldName>
<Type>Exchange</Type>
<Desc>Underlying security’s SecurityExchange.  Can be used to identify the underlying security.  Valid values:  see SecurityExchange (207)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Exch</AbbrName>
<OverrideXMLName>Exch</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>309</Tag>
<FieldName>UnderlyingSecurityID</FieldName>
<Type>String</Type>
<Desc>Underlying security’s SecurityID.  See SecurityID (48) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>310</Tag>
<FieldName>UnderlyingSecurityType</FieldName>
<Type>String</Type>
<Desc>Underlying security’s SecurityType.  Valid values:   see SecurityType (167) field</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>311</Tag>
<FieldName>UnderlyingSymbol</FieldName>
<Type>String</Type>
<Desc>Underlying security’s Symbol.  See Symbol (55) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>UndSym</AbbrName>
<OverrideXMLName>UndSym</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>312</Tag>
<FieldName>UnderlyingSymbolSfx</FieldName>
<Type>String</Type>
<Desc>Underlying security’s SymbolSfx.  See SymbolSfx (65) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Sfx</AbbrName>
<OverrideXMLName>Sfx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>313</Tag>
<FieldName>UnderlyingMaturityMonthYear</FieldName>
<Type>month-year</Type>
<Desc>Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate field.    See MaturityMonthYear (200) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MMY</AbbrName>
<OverrideXMLName>MMY</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>314</Tag>
<FieldName>UnderlyingMaturityDay</FieldName>
<Type>day-of-month</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Underlying security’s MaturityDay.  See MaturityDay field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>UndMatDay</AbbrName>
<OverrideXMLName>UndMatDay</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>315</Tag>
<FieldName>UnderlyingPutOrCall</FieldName>
<Type>int</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Underlying security’s PutOrCall.  See PutOrCall field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>UndPutOrCall</AbbrName>
<OverrideXMLName>UndPutOrCall</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>316</Tag>
<FieldName>UnderlyingStrikePrice</FieldName>
<Type>Price</Type>
<Desc>Underlying security’s StrikePrice.  See StrikePrice (202) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>StrkPx</AbbrName>
<OverrideXMLName>StrkPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>317</Tag>
<FieldName>UnderlyingOptAttribute</FieldName>
<Type>char</Type>
<Desc>Underlying security’s OptAttribute.  See OptAttribute (206) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OptA</AbbrName>
<OverrideXMLName>OptA</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>318</Tag>
<FieldName>UnderlyingCurrency</FieldName>
<Type>Currency</Type>
<Desc>Underlying security’s Currency.  See Currency (15) field for description and valid values</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Ccy</AbbrName>
<OverrideXMLName>Ccy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>319</Tag>
<FieldName>RatioQty</FieldName>
<Type>Quantity</Type>
<Desc>Quantity of a particular leg in the security.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RatioQty</AbbrName>
<OverrideXMLName>RatioQty</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>320</Tag>
<FieldName>SecurityReqID</FieldName>
<Type>String</Type>
<Desc>Unique ID of a Security Definition Request.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ReqID</AbbrName>
<OverrideXMLName>ReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>321</Tag>
<FieldName>SecurityRequestType</FieldName>
<Type>int</Type>
<Desc>Type of Security Definition Request.Valid values:0 = Request Security identity and specifications1 = Request Security identity for the specifications provided (Name of the security is not supplied)2 = Request List Security Types3 = Request List Securities (Can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ReqTyp</AbbrName>
<OverrideXMLName>ReqTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>322</Tag>
<FieldName>SecurityResponseID</FieldName>
<Type>String</Type>
<Desc>Unique ID of a Security Definition message.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RspID</AbbrName>
<OverrideXMLName>RspID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>323</Tag>
<FieldName>SecurityResponseType</FieldName>
<Type>int</Type>
<Desc>Type of Security Definition message response.Valid values:  1 = Accept security proposal as is  2 = Accept security proposal with revisions as indicated in the message  3 = List of security types returned per request   4 = List of securities returned per request  5 = Reject security proposal  6 = Can not match selection criteria</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RspTyp</AbbrName>
<OverrideXMLName>RspTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>324</Tag>
<FieldName>SecurityStatusReqID</FieldName>
<Type>String</Type>
<Desc>Unique ID of a Security Status Request message.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>StatReqID</AbbrName>
<OverrideXMLName>StatReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>325</Tag>
<FieldName>UnsolicitedIndicator</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether or not message is being sent as a result of a subscription request or not.Valid values:   Y = Message is being sent unsolicited   N = Message is being sent as a result of a prior request</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Unsol</AbbrName>
<OverrideXMLName>Unsol</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>326</Tag>
<FieldName>SecurityTradingStatus</FieldName>
<Type>int</Type>
<Desc>Identifies the trading status applicable to the transaction.Valid values:  1 = Opening Delay  2 = Trading Halt  3 = Resume  4 = No Open/No Resume  5 = Price Indication  6 = Trading Range Indication  7 = Market Imbalance Buy  8 = Market Imbalance Sell  9 = Market On Close Imbalance Buy  10 = Market On Close Imbalance Sell  11 = (not assigned)  12 = No Market Imbalance  13 = No Market On Close Imbalance  14 = ITS Pre-Opening  15 = New Price Indication  16 = Trade Dissemination Time  17 = Ready to trade (start of session)  18 = Not Available for trading (end of session)  19 = Not Traded on this Market  20 = Unknown or Invalid  21 = Pre-Open  22 = Opening Rotation  23 = Fast Market</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TrdgStat</AbbrName>
<OverrideXMLName>TrdgStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>327</Tag>
<FieldName>HaltReason</FieldName>
<Type>char</Type>
<Desc>Denotes the reason for the Opening Delay or Trading Halt.Valid values:  I = Order Imbalance  X = Equipment Changeover  P = News Pending  D = News Dissemination  E = Order Influx  M = Additional Information</Desc>
<LenRefers>0</LenRefers>
<AbbrName>HaltRsn</AbbrName>
<OverrideXMLName>HaltRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>328</Tag>
<FieldName>InViewOfCommon</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether or not the halt was due to Common Stock trading being halted.Valid values:  Y = Halt was due to common stock being halted  N = Halt was not related to a halt of the common stock</Desc>
<LenRefers>0</LenRefers>
<AbbrName>InViewOfCmn</AbbrName>
<OverrideXMLName>InViewOfCmn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>329</Tag>
<FieldName>DueToRelated</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether or not the halt was due to the Related Security being halted.Valid values:  Y = Halt was due to related security being halted  N = Halt was not related to a halt of the related security</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DueToReltd</AbbrName>
<OverrideXMLName>DueToReltd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>330</Tag>
<FieldName>BuyVolume</FieldName>
<Type>Qty</Type>
<Desc>Quantity bought.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BuyVol</AbbrName>
<OverrideXMLName>BuyVol</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>331</Tag>
<FieldName>SellVolume</FieldName>
<Type>Qty</Type>
<Desc>Quantity sold.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SellVol</AbbrName>
<OverrideXMLName>SellVol</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>332</Tag>
<FieldName>HighPx</FieldName>
<Type>Price</Type>
<Desc>Represents an indication of the high end of the price range for a security prior to the open or reopen</Desc>
<LenRefers>0</LenRefers>
<AbbrName>HighPx</AbbrName>
<OverrideXMLName>HighPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>333</Tag>
<FieldName>LowPx</FieldName>
<Type>Price</Type>
<Desc>Represents an indication of the low end of the price range for a security prior to the open or reopen</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LowPx</AbbrName>
<OverrideXMLName>LowPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>334</Tag>
<FieldName>Adjustment</FieldName>
<Type>int</Type>
<Desc>Identifies the type of adjustment.Valid values:  1 = Cancel  2 = Error  3 = Correction</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Adjmt</AbbrName>
<OverrideXMLName>Adjmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>335</Tag>
<FieldName>TradSesReqID</FieldName>
<Type>String</Type>
<Desc>Unique ID of a Trading Session Status message.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ReqID</AbbrName>
<OverrideXMLName>ReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>336</Tag>
<FieldName>TradingSessionID</FieldName>
<Type>String</Type>
<Desc>Identifier for Trading SessionCan be used to represent a specific market trading session (e.g. “PRE-OPEN&quot;, &quot;CROSS_2&quot;, &quot;AFTER-HOURS&quot;, &quot;TOSTNET1&quot;, &quot;TOSTNET2&quot;, etc). Values should be bi-laterally agreed to between counterparties.Firms may register Trading Session values on the FIX website (presently a document maintained within “ECN and Exchanges” working group section).</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TrdgSessID</AbbrName>
<OverrideXMLName>TrdgSessID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>337</Tag>
<FieldName>ContraTrader</FieldName>
<Type>String</Type>
<Desc>Identifies the trader (e.g. &quot;badge number&quot;) of the ContraBroker.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CntraTrdr</AbbrName>
<OverrideXMLName>CntraTrdr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>338</Tag>
<FieldName>TradSesMethod</FieldName>
<Type>int</Type>
<Desc>Method of tradingValid values:  1 = Electronic  2 = Open Outcry  3 = Two Party</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Method</AbbrName>
<OverrideXMLName>Method</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>339</Tag>
<FieldName>TradSesMode</FieldName>
<Type>int</Type>
<Desc>Trading Session ModeValid values:  1 = Testing  2 = Simulated  3 = Production</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Mode</AbbrName>
<OverrideXMLName>Mode</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>340</Tag>
<FieldName>TradSesStatus</FieldName>
<Type>int</Type>
<Desc>State of the trading session. Valid values:  0 = Unknown  1 = Halted  2 = Open  3 = Closed  4 = Pre-Open  5 = Pre-Close  6 = Request Rejected</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Stat</AbbrName>
<OverrideXMLName>Stat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>341</Tag>
<FieldName>TradSesStartTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Starting time of the trading session</Desc>
<LenRefers>0</LenRefers>
<AbbrName>StartTm</AbbrName>
<OverrideXMLName>StartTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>342</Tag>
<FieldName>TradSesOpenTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time of the opening of the trading session</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OpenTm</AbbrName>
<OverrideXMLName>OpenTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>343</Tag>
<FieldName>TradSesPreCloseTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time of the pre-closed of the trading session</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PreClsTm</AbbrName>
<OverrideXMLName>PreClsTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>344</Tag>
<FieldName>TradSesCloseTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Closing time of the trading session</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ClsTm</AbbrName>
<OverrideXMLName>ClsTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>345</Tag>
<FieldName>TradSesEndTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>End time of the trading session</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EndTm</AbbrName>
<OverrideXMLName>EndTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>346</Tag>
<FieldName>NumberOfOrders</FieldName>
<Type>int</Type>
<Desc>Number of orders in the market.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NumOfOrds</AbbrName>
<OverrideXMLName>NumOfOrds</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>347</Tag>
<FieldName>MessageEncoding</FieldName>
<Type>String</Type>
<Desc>Type of message encoding (non-ASCII (non-English) characters) used in a message’s “Encoded” fields.Valid values:  ISO-2022-JP   (for using JIS)  EUC-JP   (for using EUC)  Shift_JIS (for using SJIS)  UTF-8     (for using Unicode)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Encdng</AbbrName>
<OverrideXMLName>Encdng</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>348</Tag>
<FieldName>EncodedIssuerLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedIssuer field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncIssrLen</AbbrName>
<OverrideXMLName>EncIssrLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>349</Tag>
<FieldName>EncodedIssuer</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.  If used, the ASCII (English) representation should also be specified in the Issuer field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncIssr</AbbrName>
<OverrideXMLName>EncIssr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>350</Tag>
<FieldName>EncodedSecurityDescLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedSecurityDesc field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncSecDescLen</AbbrName>
<OverrideXMLName>EncSecDescLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>351</Tag>
<FieldName>EncodedSecurityDesc</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncSecDesc</AbbrName>
<OverrideXMLName>EncSecDesc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>352</Tag>
<FieldName>EncodedListExecInstLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedListExecInst field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncListExecInstLen</AbbrName>
<OverrideXMLName>EncListExecInstLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>353</Tag>
<FieldName>EncodedListExecInst</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the ListExecInst field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncListExecInst</AbbrName>
<OverrideXMLName>EncListExecInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>354</Tag>
<FieldName>EncodedTextLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedText field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncTxtLen</AbbrName>
<OverrideXMLName>EncTxtLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>355</Tag>
<FieldName>EncodedText</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Text field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncTxt</AbbrName>
<OverrideXMLName>EncTxt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>356</Tag>
<FieldName>EncodedSubjectLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedSubject field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncSubjectLen</AbbrName>
<OverrideXMLName>EncSubjectLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>357</Tag>
<FieldName>EncodedSubject</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Subject field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncSubject</AbbrName>
<OverrideXMLName>EncSubject</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>358</Tag>
<FieldName>EncodedHeadlineLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedHeadline field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncHeadlineLen</AbbrName>
<OverrideXMLName>EncHeadlineLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>359</Tag>
<FieldName>EncodedHeadline</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Headline field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncHeadline</AbbrName>
<OverrideXMLName>EncHeadline</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>360</Tag>
<FieldName>EncodedAllocTextLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedAllocText field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncAllocTextLen</AbbrName>
<OverrideXMLName>EncAllocTextLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>361</Tag>
<FieldName>EncodedAllocText</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the AllocText field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncAllocText</AbbrName>
<OverrideXMLName>EncAllocText</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>362</Tag>
<FieldName>EncodedUnderlyingIssuerLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncUndIssrLen</AbbrName>
<OverrideXMLName>EncUndIssrLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>363</Tag>
<FieldName>EncodedUnderlyingIssuer</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncUndIssr</AbbrName>
<OverrideXMLName>EncUndIssr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>364</Tag>
<FieldName>EncodedUnderlyingSecurityDescLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncUndSecDescLen</AbbrName>
<OverrideXMLName>EncUndSecDescLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>365</Tag>
<FieldName>EncodedUnderlyingSecurityDesc</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc  field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncUndSecDesc</AbbrName>
<OverrideXMLName>EncUndSecDesc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>366</Tag>
<FieldName>AllocPrice</FieldName>
<Type>Price</Type>
<Desc>Executed price for an AllocAccount entry used when using “executed price” vs. “average price” allocations (e.g. Japan).</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Px</AbbrName>
<OverrideXMLName>Px</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>367</Tag>
<FieldName>QuoteSetValidUntilTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ValidTil</AbbrName>
<OverrideXMLName>ValidTil</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>368</Tag>
<FieldName>QuoteEntryRejectReason</FieldName>
<Type>int</Type>
<Desc>Reason Quote Entry was rejected:Valid values:  1 = Unknown symbol (Security)  2 = Exchange(Security) closed  3 = Quote exceeds limit  4 = Too late to enter  5 = Unknown Quote  6 = Duplicate Quote  7 = Invalid bid/ask spread  8 = Invalid price  9 = Not authorized to quote security</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EntryRejRsn</AbbrName>
<OverrideXMLName>EntryRejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>369</Tag>
<FieldName>LastMsgSeqNumProcessed</FieldName>
<Type>SeqNum</Type>
<Desc>The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading engine or order routing system.  Can be specified on every message sent.  Useful for detecting a backlog with a counterparty.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LastMsgSeqNumProced</AbbrName>
<OverrideXMLName>LastMsgSeqNumProced</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>370</Tag>
<FieldName>OnBehalfOfSendingTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***Used when a message is sent via a “hub” or “service bureau”.  If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q.   (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OBSndTm</AbbrName>
<OverrideXMLName>OBSndTm</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>371</Tag>
<FieldName>RefTagID</FieldName>
<Type>int</Type>
<Desc>The tag number of the FIX field being referenced.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RefTagID</AbbrName>
<OverrideXMLName>RefTagID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>372</Tag>
<FieldName>RefMsgType</FieldName>
<Type>String</Type>
<Desc>The MsgType of the FIX message being referenced.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RefMsgTyp</AbbrName>
<OverrideXMLName>RefMsgTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>373</Tag>
<FieldName>SessionRejectReason</FieldName>
<Type>int</Type>
<Desc>Code to identify reason for a session-level Reject message.Valid values:0 = Invalid tag number1 = Required tag missing2 = Tag not defined for this message type3 = Undefined Tag4 = Tag specified without a value5 = Value is incorrect (out of range) for this tag6 = Incorrect data format for value7 = Decryption problem8 = Signature problem9 = CompID problem10 = SendingTime accuracy problem11  = Invalid MsgType12 = XML Validation error13 = Tag appears more than once14 = Tag specified out of required order 15 = Repeating group fields out of order16 = Incorrect NumInGroup count for repeating group17 = Non “data” value includes field delimiter (SOH character)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SessRejRsn</AbbrName>
<OverrideXMLName>SessRejRsn</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>374</Tag>
<FieldName>BidRequestTransType</FieldName>
<Type>char</Type>
<Desc>Identifies the Bid Request message type.Valid values:N = NewC = Cancel</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BidReqTransTyp</AbbrName>
<OverrideXMLName>BidReqTransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>375</Tag>
<FieldName>ContraBroker</FieldName>
<Type>String</Type>
<Desc>Identifies contra broker.  Standard NASD market-maker mnemonic is preferred.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CntraBrkr</AbbrName>
<OverrideXMLName>CntraBrkr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>376</Tag>
<FieldName>ComplianceID</FieldName>
<Type>String</Type>
<Desc>ID used to represent this transaction for compliance purposes (e.g. OATS reporting).</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ComplianceID</AbbrName>
<OverrideXMLName>ComplianceID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>377</Tag>
<FieldName>SolicitedFlag</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether or not the order was solicited.Valid values:Y = Was solcitiedN = Was not solicited</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SolFlag</AbbrName>
<OverrideXMLName>SolFlag</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>378</Tag>
<FieldName>ExecRestatementReason</FieldName>
<Type>int</Type>
<Desc>Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel. Valid values:0 = GT Corporate action1 = GT renewal / restatement (no corporate action)2 = Verbal change3 = Repricing of order4 = Broker option5 = Partial decline of OrderQty (e.g. exchange-initiated partial cancel)6 = Cancel on Trading Halt7 = Cancel on System Failure8 = Market (Exchange) Option</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ExecRstmtRsn</AbbrName>
<OverrideXMLName>ExecRstmtRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>379</Tag>
<FieldName>BusinessRejectRefID</FieldName>
<Type>String</Type>
<Desc>The value of the business-level “ID” field on the message being referenced.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BizRejRefID</AbbrName>
<OverrideXMLName>BizRejRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>380</Tag>
<FieldName>BusinessRejectReason</FieldName>
<Type>int</Type>
<Desc>Code to identify reason for a Business Message Reject message.Valid values:0 = Other1 = Unkown ID2 = Unknown Security3 = Unsupported Message Type4 = Application not available5 = Conditionally Required Field Missing6 = Not authorized7 = DeliverTo firm not available at this time</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BizRejRsn</AbbrName>
<OverrideXMLName>BizRejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>381</Tag>
<FieldName>GrossTradeAmt</FieldName>
<Type>Amt</Type>
<Desc>Total amount traded (e.g. CumQty * AvgPx) expressed in units of currency.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>GrossTrdAmt</AbbrName>
<OverrideXMLName>GrossTrdAmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>382</Tag>
<FieldName>NoContraBrokers</FieldName>
<Type>NumInGroup</Type>
<Desc>The number of ContraBroker entries.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoCntraBrkrs</AbbrName>
<OverrideXMLName>NoCntraBrkrs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>383</Tag>
<FieldName>MaxMessageSize</FieldName>
<Type>Length</Type>
<Desc>Maximum number of bytes supported for a single message.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MaxMsgSz</AbbrName>
<OverrideXMLName>MaxMsgSz</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>384</Tag>
<FieldName>NoMsgTypes</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of MsgTypes in repeating group.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoMsgTyps</AbbrName>
<OverrideXMLName>NoMsgTyps</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>385</Tag>
<FieldName>MsgDirection</FieldName>
<Type>char</Type>
<Desc>Specifies the direction of the messsage.Valid values:S = SendR = Receive</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MsgDirctn</AbbrName>
<OverrideXMLName>MsgDirctn</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>386</Tag>
<FieldName>NoTradingSessions</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of TradingSessionIDs in repeating group.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoTrdgSesss</AbbrName>
<OverrideXMLName>NoTrdgSesss</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>387</Tag>
<FieldName>TotalVolumeTraded</FieldName>
<Type>Qty</Type>
<Desc>Total volume (quantity) traded.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TotVolTrdd</AbbrName>
<OverrideXMLName>TotVolTrdd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>388</Tag>
<FieldName>DiscretionInst</FieldName>
<Type>char</Type>
<Desc>Code to identify the price a DiscretionOffset is related to and should be mathematically added to.Valid values:0 = Related to displayed price1 = Related to market price2 = Related to primary price3 = Related to local primary price4 = Related to midpoint price5 = Related to last trade price</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DsctnInst</AbbrName>
<OverrideXMLName>DsctnInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>389</Tag>
<FieldName>DiscretionOffsetValue</FieldName>
<Type>PriceOffset</Type>
<Desc>Amount (signed) added to the “related to” price specified via DiscretionInst.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OfstValu</AbbrName>
<OverrideXMLName>OfstValu</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>390</Tag>
<FieldName>BidID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN).  Uniqueness must be guaranteed within a single trading day.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BidID</AbbrName>
<OverrideXMLName>BidID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>391</Tag>
<FieldName>ClientBidID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for a Bid Request as assigned by institution.  Uniqueness must be guaranteed within a single trading day.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ClBidID</AbbrName>
<OverrideXMLName>ClBidID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>392</Tag>
<FieldName>ListName</FieldName>
<Type>String</Type>
<Desc>Descriptive name for list order.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ListName</AbbrName>
<OverrideXMLName>ListName</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>393</Tag>
<FieldName>TotNoRelatedSym</FieldName>
<Type>int</Type>
<Desc>Total number of securities.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TotNoReltdSym</AbbrName>
<OverrideXMLName>TotNoReltdSym</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>394</Tag>
<FieldName>BidType</FieldName>
<Type>int</Type>
<Desc>Code to identify the type of Bid Request.Valid values:1 = “Non Disclosed” Style (e.g. US/European)2 = “Disclosed”  Style (e.g. Japanese)3 = No Bidding Process</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BidTyp</AbbrName>
<OverrideXMLName>BidTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>395</Tag>
<FieldName>NumTickets</FieldName>
<Type>int</Type>
<Desc>Total number of tickets.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NumTkts</AbbrName>
<OverrideXMLName>NumTkts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>396</Tag>
<FieldName>SideValue1</FieldName>
<Type>Amt</Type>
<Desc>Amounts in currency</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SideValu1</AbbrName>
<OverrideXMLName>SideValu1</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>397</Tag>
<FieldName>SideValue2</FieldName>
<Type>Amt</Type>
<Desc>Amounts in currency</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SideValu2</AbbrName>
<OverrideXMLName>SideValu2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>398</Tag>
<FieldName>NoBidDescriptors</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of BidDescriptor entries.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoBidDescptrs</AbbrName>
<OverrideXMLName>NoBidDescptrs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>399</Tag>
<FieldName>BidDescriptorType</FieldName>
<Type>int</Type>
<Desc>Code to identify the type of BidDescriptor.Valid values:1 = Sector2 = Country3 = Index</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BidDescptrTyp</AbbrName>
<OverrideXMLName>BidDescptrTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>400</Tag>
<FieldName>BidDescriptor</FieldName>
<Type>String</Type>
<Desc>BidDescriptor value.  Usage depends upon BidDescriptorType.If BidDescriptorType =1 Industrials etc - Free textIf BidDescriptorType =2&quot;FR&quot; etc - ISO Country CodesIf BidDescriptorType =3FT100, FT250, STOX - Free text</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BidDescptr</AbbrName>
<OverrideXMLName>BidDescptr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>401</Tag>
<FieldName>SideValueInd</FieldName>
<Type>int</Type>
<Desc>Code to identify which &quot;SideValue&quot; the value refers to.  SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.Valid values:1 = SideValue12 = SideValue 2</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SideValuInd</AbbrName>
<OverrideXMLName>SideValuInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>402</Tag>
<FieldName>LiquidityPctLow</FieldName>
<Type>Percentage</Type>
<Desc>Liquidity indicator or lower limit if TotalNumSecurities &gt; 1.  Represented as a percentage.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LqdtyPctLow</AbbrName>
<OverrideXMLName>LqdtyPctLow</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>403</Tag>
<FieldName>LiquidityPctHigh</FieldName>
<Type>Percentage</Type>
<Desc>Upper liquidity indicator if TotalNumSecurities &gt; 1.  Represented as a percentage.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LqdtyPctHigh</AbbrName>
<OverrideXMLName>LqdtyPctHigh</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>404</Tag>
<FieldName>LiquidityValue</FieldName>
<Type>Amt</Type>
<Desc>Value between LiquidityPctLow and LiquidityPctHigh in Currency</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LqdtyValu</AbbrName>
<OverrideXMLName>LqdtyValu</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>405</Tag>
<FieldName>EFPTrackingError</FieldName>
<Type>Percentage</Type>
<Desc>Eg Used in EFP trades 12% (EFP – Exchange for Physical ).  Represented as a percentage.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EFPTrkngErr</AbbrName>
<OverrideXMLName>EFPTrkngErr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>406</Tag>
<FieldName>FairValue</FieldName>
<Type>Amt</Type>
<Desc>Used in EFP trades</Desc>
<LenRefers>0</LenRefers>
<AbbrName>FairValu</AbbrName>
<OverrideXMLName>FairValu</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>407</Tag>
<FieldName>OutsideIndexPct</FieldName>
<Type>Percentage</Type>
<Desc>Used in EFP trades.  Represented as a percentage.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OutsideNdxPct</AbbrName>
<OverrideXMLName>OutsideNdxPct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>408</Tag>
<FieldName>ValueOfFutures</FieldName>
<Type>Amt</Type>
<Desc>Used in EFP trades</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ValuOfFuts</AbbrName>
<OverrideXMLName>ValuOfFuts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>409</Tag>
<FieldName>LiquidityIndType</FieldName>
<Type>int</Type>
<Desc>Code to identify the type of liquidity indicator.Valid values:1 = 5day moving average2 = 20 day moving average3 = Normal Market Size 4 = Other</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LqdtyIndTyp</AbbrName>
<OverrideXMLName>LqdtyIndTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>410</Tag>
<FieldName>WtAverageLiquidity</FieldName>
<Type>Percentage</Type>
<Desc>Overall weighted average liquidity expressed as a % of average daily volume.  Represented as a percentage.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>WtAvgLqdty</AbbrName>
<OverrideXMLName>WtAvgLqdty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>411</Tag>
<FieldName>ExchangeForPhysical</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether or not to exchange for phsyical.Valid values:   Y = True   N = False</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EFP</AbbrName>
<OverrideXMLName>EFP</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>412</Tag>
<FieldName>OutMainCntryUIndex</FieldName>
<Type>Amt</Type>
<Desc>Value of stocks in Currency</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OutMainCntryUNdx</AbbrName>
<OverrideXMLName>OutMainCntryUNdx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>413</Tag>
<FieldName>CrossPercent</FieldName>
<Type>Percentage</Type>
<Desc>Percentage of program that crosses in Currency.  Represented as a percentage.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CrssPct</AbbrName>
<OverrideXMLName>CrssPct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>414</Tag>
<FieldName>ProgRptReqs</FieldName>
<Type>int</Type>
<Desc>Code to identify the desired frequency of progress reports.Valid values:1 = BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion2 = SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod3 =  Real-time execution reports (to be discouraged)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ProgRptReqs</AbbrName>
<OverrideXMLName>ProgRptReqs</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>415</Tag>
<FieldName>ProgPeriodInterval</FieldName>
<Type>int</Type>
<Desc>Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ProgPeriodIntvl</AbbrName>
<OverrideXMLName>ProgPeriodIntvl</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>416</Tag>
<FieldName>IncTaxInd</FieldName>
<Type>int</Type>
<Desc>Code to represent whether value is net (inclusive of tax) or gross.Valid values:1 = Net2 = Gross</Desc>
<LenRefers>0</LenRefers>
<AbbrName>IncTaxInd</AbbrName>
<OverrideXMLName>IncTaxInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>417</Tag>
<FieldName>NumBidders</FieldName>
<Type>int</Type>
<Desc>Indicates the total number of bidders on the list</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NumBidders</AbbrName>
<OverrideXMLName>NumBidders</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>418</Tag>
<FieldName>BidTradeType</FieldName>
<Type>char</Type>
<Desc>Code to represent the type of trade.Valid values:R: Risk TradeG: VWAP GuaranteeA: AgencyJ: Guaranteed Close</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BidTrdTyp</AbbrName>
<OverrideXMLName>BidTrdTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>419</Tag>
<FieldName>BasisPxType</FieldName>
<Type>char</Type>
<Desc>Code to represent the basis price type.Valid values:2 = Closing Price at morning session3 = Closing Price4 = Current price 5 = SQ6 = VWAP through a day7 = VWAP through a morning session8 = VWAP through an afternoon session9 = VWAP through a day except &quot;YORI&quot; (an opening auction)A = VWAP through a morning session except &quot;YORI&quot; (an opening auction)B = VWAP through an afternoon session except &quot;YORI&quot; (an opening auction)C = StrikeD = OpenZ = Others</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BasisPxTyp</AbbrName>
<OverrideXMLName>BasisPxTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>420</Tag>
<FieldName>NoBidComponents</FieldName>
<Type>NumInGroup</Type>
<Desc>Indicates the number of list entries.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoBidComponents</AbbrName>
<OverrideXMLName>NoBidComponents</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>421</Tag>
<FieldName>Country</FieldName>
<Type>Country</Type>
<Desc>ISO Country Code in field</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Ctry</AbbrName>
<OverrideXMLName>Ctry</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>422</Tag>
<FieldName>TotNoStrikes</FieldName>
<Type>int</Type>
<Desc>Total number of strike price entries across all messages. Should be the sum of all NoStrikes in each message that has repeating strike price entries related to the same ListID.  Used to support fragmentation.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TotNoStrks</AbbrName>
<OverrideXMLName>TotNoStrks</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>423</Tag>
<FieldName>PriceType</FieldName>
<Type>int</Type>
<Desc>Code to represent the price type.Valid values:1 = Percentage2 = per share (e.g. cents per share)3 = Fixed Amount (absolute value)4 = discount – percentage points below par5 = premium – percentage points over par6 = basis points relative to benchmark7 = TED price (see “Volume 1 - Glossary”)8 = TED yield  (see “Volume 1 - Glossary”)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PxTyp</AbbrName>
<OverrideXMLName>PxTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>424</Tag>
<FieldName>DayOrderQty</FieldName>
<Type>Qty</Type>
<Desc>For GT orders, the OrderQty less all quantity (adjusted for stock splits) that traded on previous days.  DayOrderQty = OrderQty – (CumQty - DayCumQty)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DayOrdQty</AbbrName>
<OverrideXMLName>DayOrdQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>425</Tag>
<FieldName>DayCumQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity on a GT order that has traded today.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DayCumQty</AbbrName>
<OverrideXMLName>DayCumQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>426</Tag>
<FieldName>DayAvgPx</FieldName>
<Type>Price</Type>
<Desc>The average price for quantity on a GT order that has traded today.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DayAvgPx</AbbrName>
<OverrideXMLName>DayAvgPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>427</Tag>
<FieldName>GTBookingInst</FieldName>
<Type>int</Type>
<Desc>Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.Valid values:0 = book out all trades on day of execution1 = accumulate executions until order is filled or expires 2 = accumulate until verbally notified otherwise</Desc>
<LenRefers>0</LenRefers>
<AbbrName>GTBkngInst</AbbrName>
<OverrideXMLName>GTBkngInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>428</Tag>
<FieldName>NoStrikes</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of list strike price entries.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoStrks</AbbrName>
<OverrideXMLName>NoStrks</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>429</Tag>
<FieldName>ListStatusType</FieldName>
<Type>int</Type>
<Desc>Code to represent the status type.Valid values:1 = Ack2 = Response3 = Timed4 = ExecStarted5 = AllDone6 = Alert</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ListStatTyp</AbbrName>
<OverrideXMLName>ListStatTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>430</Tag>
<FieldName>NetGrossInd</FieldName>
<Type>int</Type>
<Desc>Code to represent whether value is net (inclusive of tax) or gross.Valid values:1 = Net2 = Gross</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NetGrossInd</AbbrName>
<OverrideXMLName>NetGrossInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>431</Tag>
<FieldName>ListOrderStatus</FieldName>
<Type>int</Type>
<Desc>Code to represent the status of a list order.Valid values:1 = InBiddingProcess2 = ReceivedForExecution3 = Executing4 = Canceling5 = Alert6 = All Done7 = Reject</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ListOrdStat</AbbrName>
<OverrideXMLName>ListOrdStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>432</Tag>
<FieldName>ExpireDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Date of order expiration (last day the order can trade), always expressed in terms of the local market date.  The time at which the order expires is determined by the local market’s business practices</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ExpireDt</AbbrName>
<OverrideXMLName>ExpireDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>433</Tag>
<FieldName>ListExecInstType</FieldName>
<Type>char</Type>
<Desc>Identifies the type of ListExecInst. Valid values:1 = Immediate2 = Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list) 3 = Exchange/switch CIV order – Sell driven4 = Exchange/switch CIV order – Buy driven, cash top-up (i.e. additional cash will be provided to fulfil the order)5 = Exchange/switch CIV order – Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfil the order)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ListExecInstTyp</AbbrName>
<OverrideXMLName>ListExecInstTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>434</Tag>
<FieldName>CxlRejResponseTo</FieldName>
<Type>char</Type>
<Desc>Identifies the type of request that a Cancel Reject is in response to. Valid values:1 = Order Cancel Request2 = Order Cancel/Replace Request</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CxlRejRspTo</AbbrName>
<OverrideXMLName>CxlRejRspTo</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>435</Tag>
<FieldName>UnderlyingCouponRate</FieldName>
<Type>Percentage</Type>
<Desc>Underlying security’s CouponRate.  See CouponRate (223) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CpnRt</AbbrName>
<OverrideXMLName>CpnRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>436</Tag>
<FieldName>UnderlyingContractMultiplier</FieldName>
<Type>float</Type>
<Desc>Underlying security’s ContractMultiplier.  See ContractMultiplier (231) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Mult</AbbrName>
<OverrideXMLName>Mult</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>437</Tag>
<FieldName>ContraTradeQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity traded with the ContraBroker.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CntraTrdQty</AbbrName>
<OverrideXMLName>CntraTrdQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>438</Tag>
<FieldName>ContraTradeTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Identifes the time of the trade with the ContraBroker.   (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CntraTrdTm</AbbrName>
<OverrideXMLName>CntraTrdTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>439</Tag>
<FieldName>ClearingFirm</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Firm that will clear the trade.  Used if different from the executing firm.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ClrngFirm</AbbrName>
<OverrideXMLName>ClrngFirm</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>440</Tag>
<FieldName>ClearingAccount</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Supplemental accounting information forwared to clearing house/firm.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ClrngAcct</AbbrName>
<OverrideXMLName>ClrngAcct</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>441</Tag>
<FieldName>LiquidityNumSecurities</FieldName>
<Type>int</Type>
<Desc>Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LqdtyNumSecurities</AbbrName>
<OverrideXMLName>LqdtyNumSecurities</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>442</Tag>
<FieldName>MultiLegReportingType</FieldName>
<Type>char</Type>
<Desc>Used to indicate what an Execution Report represents (e.g. used with multi-leg securiteis, such as option strategies, spreads, etc.).Valid Values:1 = Single Security (default if not specified)2 = Individual leg of a multi-leg security3 = Multi-leg security</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MLEGRptTyp</AbbrName>
<OverrideXMLName>MLEGRptTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>443</Tag>
<FieldName>StrikeTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>The time at which current market prices are used to determine the value of a basket.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>StrkTm</AbbrName>
<OverrideXMLName>StrkTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>444</Tag>
<FieldName>ListStatusText</FieldName>
<Type>String</Type>
<Desc>Free format text string related to List Status.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ListStatText</AbbrName>
<OverrideXMLName>ListStatText</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>445</Tag>
<FieldName>EncodedListStatusTextLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedListStatusText field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncListStatTextLen</AbbrName>
<OverrideXMLName>EncListStatTextLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>446</Tag>
<FieldName>EncodedListStatusText</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the ListStatusText field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncListStatText</AbbrName>
<OverrideXMLName>EncListStatText</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>447</Tag>
<FieldName>PartyIDSource</FieldName>
<Type>char</Type>
<Desc>Identifies class or source of the PartyID value.  Required if PartyID is specified.  Note: applicable values depend upon PartyRole specified.See “Appendix 6-G – Use of &lt;Parties&gt; Component Block”Valid values:   Applicable to all PartyRoles unless otherwise specified:B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See &quot;Appendix 6-B&quot;)C = Generally accepted market participant identifier (e.g. NASD mnemonic)D = Proprietary/Custom codeE = ISO Country CodeF = Settlement Entity Location (note if Local Market Settlement use “E = ISO Country Code”)  (see “Appendix 6-G” for valid values)  For PartyRole=&quot;Investor ID&quot; and for Equities:1 = Korean Investor ID2 = Taiwanese Qualified Foreign Investor ID QFII / FID3 = Taiwanese Trading Account4 = Malaysian Central Depository (MCD) number5 = Chinese B Share (Shezhen and Shanghai)See Volume 4: “Example Usage of PartyRole=&quot;Investor ID&quot; ”For PartyRole=&quot;Investor ID&quot; and for CIV:6 = UK National Insurance or Pension Number7 = US Social Security Number8 = US Employer Identification Number9 = Australian Business NumberA = Australian Tax File Number</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Src</AbbrName>
<OverrideXMLName>Src</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>448</Tag>
<FieldName>PartyID</FieldName>
<Type>String</Type>
<Desc>Party identifier/code.  See PartyIDSource (447) and PartyRole (452).See “Appendix 6-G – Use of &lt;Parties&gt; Component Block”</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>449</Tag>
<FieldName>TotalVolumeTradedDate</FieldName>
<Type>UTCDate</Type>
<Desc>Date of TotalVolumeTraded.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TotVolTrddDt</AbbrName>
<OverrideXMLName>TotVolTrddDt</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>450</Tag>
<FieldName>TotalVolumeTraded Time</FieldName>
<Type>UTCTimeOnly</Type>
<Desc>Time of TotalVolumeTraded.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TotVolTrdd Tm</AbbrName>
<OverrideXMLName>TotVolTrdd Tm</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>451</Tag>
<FieldName>NetChgPrevDay</FieldName>
<Type>PriceOffset</Type>
<Desc>Net change from previous day’s closing price vs. last traded price.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NetChgPrevDay</AbbrName>
<OverrideXMLName>NetChgPrevDay</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>452</Tag>
<FieldName>PartyRole</FieldName>
<Type>int</Type>
<Desc>Identifies the type or role of the PartyID specified.See “Appendix 6-G – Use of &lt;Parties&gt; Component Block”Valid values:1 = Executing Firm (formerly FIX 4.2 ExecBroker)2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)3 = Client ID (formerly FIX 4.2 ClientID)4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)5 = Investor ID 6 = Introducing Firm7 = Entering Firm8 = Locate/Lending Firm (for short-sales)9 = Fund manager Client ID (for CIV)10 = Settlement Location (formerly FIX 4.2 SettlLocation)11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)12 = Executing Trader (associated with Executing Firm - actually executes)13 = Order Origination Firm (e.g. buyside firm)14 = Giveup Clearing Firm (firm to which trade is given up)15 = Correspondant Clearing Firm16 = Executing System17 = Contra Firm18 = Contra Clearing Firm19 = Sponsoring Firm20 = Underlying Contra Firm(see Volume 1: &quot;Glossary&quot; for value definitions)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>R</AbbrName>
<OverrideXMLName>R</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>453</Tag>
<FieldName>NoPartyIDs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of PartyID, PartyIDSource, and PartyRole entries</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoPtyIDs</AbbrName>
<OverrideXMLName>NoPtyIDs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>454</Tag>
<FieldName>NoSecurityAltID</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of SecurityAltID entries.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoSecAltID</AbbrName>
<OverrideXMLName>NoSecAltID</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>455</Tag>
<FieldName>SecurityAltID</FieldName>
<Type>String</Type>
<Desc>Alternate Security identifier value for this security of SecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc).  Requires SecurityAltIDSource.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AltID</AbbrName>
<OverrideXMLName>AltID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>456</Tag>
<FieldName>SecurityAltIDSource</FieldName>
<Type>String</Type>
<Desc>Identifies class or source of the SecurityAltID value.  Required if SecurityAltID is specified.Valid values:   Same valid values as the SecurityIDSource field</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AltIDSrc</AbbrName>
<OverrideXMLName>AltIDSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>457</Tag>
<FieldName>NoUnderlyingSecurityAltID</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of UnderlyingSecurityAltID entries.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoUndSecAltID</AbbrName>
<OverrideXMLName>NoUndSecAltID</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>458</Tag>
<FieldName>UnderlyingSecurityAltID</FieldName>
<Type>String</Type>
<Desc>Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc).  Requires UnderlyingSecurityAltIDSource.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AltID</AbbrName>
<OverrideXMLName>AltID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>459</Tag>
<FieldName>UnderlyingSecurityAltIDSource</FieldName>
<Type>String</Type>
<Desc>Identifies class or source of the UnderlyingSecurityAltID value.  Required if UnderlyingSecurityAltID is specified.Valid values:   Same valid values as the SecurityIDSource (22) field</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AltIDSrc</AbbrName>
<OverrideXMLName>AltIDSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>460</Tag>
<FieldName>Product</FieldName>
<Type>int</Type>
<Desc>Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.Valid values:1 = AGENCY2 = COMMODITY3 = CORPORATE4 = CURRENCY5 = EQUITY6 = GOVERNMENT7 = INDEX8 = LOAN9 = MONEYMARKET10 = MORTGAGE11 = MUNICIPAL12 = OTHER</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Prod</AbbrName>
<OverrideXMLName>Prod</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>461</Tag>
<FieldName>CFICode</FieldName>
<Type>String</Type>
<Desc>Indicates the type of security using  ISO 10962 standard, Classification of Financial Instruments (CFI code) values.  ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority.  See &quot;Appendix 6-B FIX Fields Based Upon Other Standards&quot;.   See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments.A subset of possible values applicable to FIX usage are identified in &quot;Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)&quot;</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CFI</AbbrName>
<OverrideXMLName>CFI</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>462</Tag>
<FieldName>UnderlyingProduct</FieldName>
<Type>int</Type>
<Desc>Underlying security’s Product.Valid values:   see Product(460) field</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Prod</AbbrName>
<OverrideXMLName>Prod</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>463</Tag>
<FieldName>UnderlyingCFICode</FieldName>
<Type>String</Type>
<Desc>Underlying security’s CFICode.Valid values:   see CFICode (461)field</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CFI</AbbrName>
<OverrideXMLName>CFI</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>464</Tag>
<FieldName>TestMessageIndicator</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether or not this FIX Session is a “test” vs. “production” connection.  Useful for preventing “accidents”.Valid values:Y = True  (Test)N = False  (Production)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TestMsgInd</AbbrName>
<OverrideXMLName>TestMsgInd</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>465</Tag>
<FieldName>QuantityType</FieldName>
<Type>int</Type>
<Desc>Designates the type of quantities (e.g. OrderQty) specified.  Used for MBS and TIPS Fixed Income security types.Valid values:1 = SHARES2 = BONDS3 = CURRENTFACE4 = ORIGINALFACE5 = CURRENCY6 = CONTRACTS7 = OTHER8 = PAR (see “Volume 1 – Glossary”)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>QtyTypDeprecated</AbbrName>
<OverrideXMLName>QtyTypDeprecated</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>466</Tag>
<FieldName>BookingRefID</FieldName>
<Type>String</Type>
<Desc>Common reference passed to a post-trade booking process (e.g. industry matching utility).</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BkngRefID</AbbrName>
<OverrideXMLName>BkngRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>467</Tag>
<FieldName>IndividualAllocID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for a specific NoAllocs repeating group instance (e.g. for an AllocAccount).</Desc>
<LenRefers>0</LenRefers>
<AbbrName>IndAllocID</AbbrName>
<OverrideXMLName>IndAllocID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>468</Tag>
<FieldName>RoundingDirection</FieldName>
<Type>char</Type>
<Desc>Specifies which direction to round   For CIV – indicates whether or not the quantity of shares/units is to be rounded and in which direction where OrderCashAmt or (for CIV only) OrderPercent are specified on an order.Valid values are:0 = Round to nearest1 = Round down2 = Round upThe default is for rounding to be at the discretion of the executing broker or fund manager.e.g. for an order specifying CashOrdQty or OrderPercent  if the calculated number of shares/units was 325.76 and RoundingModulus was 10 – “round down” would give 320 units, “round up” would give 330 units and “round to nearest” would give 320 units.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RndDir</AbbrName>
<OverrideXMLName>RndDir</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>469</Tag>
<FieldName>RoundingModulus</FieldName>
<Type>float</Type>
<Desc>For CIV - a float value indicating the value to which rounding is required. i.e. 10 means round to a multiple of 10 units/shares; 0.5 means round to a multiple of 0.5 units/shares.The default, if RoundingDirection is specified without RoundingModulus, is to round to a whole unit/share.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RndMod</AbbrName>
<OverrideXMLName>RndMod</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>470</Tag>
<FieldName>CountryOfIssue</FieldName>
<Type>Country</Type>
<Desc>ISO Country code of instrument issue (e.g. the country portion typically used in ISIN).  Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Ctry</AbbrName>
<OverrideXMLName>Ctry</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>471</Tag>
<FieldName>StateOrProvinceOfIssue</FieldName>
<Type>String</Type>
<Desc>A two-character state or province abbreviation.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>StPrv</AbbrName>
<OverrideXMLName>StPrv</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>472</Tag>
<FieldName>LocaleOfIssue</FieldName>
<Type>String</Type>
<Desc>Identifies the locale. For Municipal Security Issuers other than state or province. Refer to    http://www.atmos.albany.edu/cgi/stagrep-cgiReference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org.  See “Volume 7 – PRODUCT: FIXED INCOME” for example.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Lcl</AbbrName>
<OverrideXMLName>Lcl</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>473</Tag>
<FieldName>NoRegistDtls</FieldName>
<Type>NumInGroup</Type>
<Desc>The number of registration details on a Registration Instructions message</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoRegistDtls</AbbrName>
<OverrideXMLName>NoRegistDtls</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>474</Tag>
<FieldName>MailingDtls</FieldName>
<Type>String</Type>
<Desc>Set of Correspondence address details, possibly including phone, fax, etc.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MailingDtls</AbbrName>
<OverrideXMLName>MailingDtls</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>475</Tag>
<FieldName>InvestorCountryOfResidence</FieldName>
<Type>Country</Type>
<Desc>The ISO 3166 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>InvestorCtryOfResidence</AbbrName>
<OverrideXMLName>InvestorCtryOfResidence</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>476</Tag>
<FieldName>PaymentRef</FieldName>
<Type>String</Type>
<Desc>“Settlement Payment Reference” – A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PmtRef</AbbrName>
<OverrideXMLName>PmtRef</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>477</Tag>
<FieldName>DistribPaymentMethod</FieldName>
<Type>int</Type>
<Desc>A code identifying the payment method for a (fractional) distribution.1 = CREST2 = NSCC3 = Euroclear4 = Clearstream5 = Cheque6 = Telegraphic Transfer 7  = FedWire8 = Direct Credit (BECS, BACS)9 = ACH Credit10 = BPAY11 = High Value Clearing System (HVACS)12 = Reinvest in fund13 through 998 are reserved for future useValues above 1000 are available for use by private agreement among counterparties</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DistribPmtMethod</AbbrName>
<OverrideXMLName>DistribPmtMethod</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>478</Tag>
<FieldName>CashDistribCurr</FieldName>
<Type>Currency</Type>
<Desc>Specifies currency to be  use for Cash Distributions– see &quot;Appendix 6-A; Valid Currency Codes&quot;.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CshDistribCurr</AbbrName>
<OverrideXMLName>CshDistribCurr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>479</Tag>
<FieldName>CommCurrency</FieldName>
<Type>Currency</Type>
<Desc>Specifies currency to be  use for Commission if the Commission currency is different from the Deal Currency - see &quot;Appendix 6-A; Valid Currency Codes&quot;.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Ccy</AbbrName>
<OverrideXMLName>Ccy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>480</Tag>
<FieldName>CancellationRights</FieldName>
<Type>char</Type>
<Desc>For CIV – A one character code identifying whether Cancellation rights/Cooling off period applies.  Valid values are: Y = YesN = No – execution onlyM = No – waiver agreementO = No – institutional.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CxllationRights</AbbrName>
<OverrideXMLName>CxllationRights</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>481</Tag>
<FieldName>MoneyLaunderingStatus</FieldName>
<Type>char</Type>
<Desc>For CIV - A one character code identifying Money laundering status.  Valid values:Y = PassedN = Not checked1 = Exempt – Below The Limit2 = Exempt – Client Money Type Exemption3 = Exempt – Authorised Credit or Financial Institution.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MnyLaunderingStat</AbbrName>
<OverrideXMLName>MnyLaunderingStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>482</Tag>
<FieldName>MailingInst</FieldName>
<Type>String</Type>
<Desc>Free format text to specify mailing instruction requirements, e.g. &quot;no third party mailings&quot;.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MailingInst</AbbrName>
<OverrideXMLName>MailingInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>483</Tag>
<FieldName>TransBkdTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TransBkdTm</AbbrName>
<OverrideXMLName>TransBkdTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>484</Tag>
<FieldName>ExecPriceType</FieldName>
<Type>char</Type>
<Desc>For CIV - Identifies how the execution price LastPx was calculated from the fund unit/share price(s) calculated at the fund valuation point.  Valid values are:
 B = Bid price
 C = Creation price
 D = Creation price plus adjustment %
 E = Creation price plus adjustment amount
 O = Offer price
 P = Offer price minus adjustment %
 Q = Offer price minus adjustment amount
 S = Single price</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ExecPxTyp</AbbrName>
<OverrideXMLName>ExecPxTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>485</Tag>
<FieldName>ExecPriceAdjustment</FieldName>
<Type>float</Type>
<Desc>For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ExecPxAdjment</AbbrName>
<OverrideXMLName>ExecPxAdjment</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>486</Tag>
<FieldName>DateOfBirth</FieldName>
<Type>LocalMktDate</Type>
<Desc>The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DtOfBirth</AbbrName>
<OverrideXMLName>DtOfBirth</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>487</Tag>
<FieldName>TradeReportTransType</FieldName>
<Type>char</Type>
<Desc>Identifies Trade Report message transaction typeValid values:  N = NewC = CancelR = Replace</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TransTyp</AbbrName>
<OverrideXMLName>TransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>488</Tag>
<FieldName>CardHolderName</FieldName>
<Type>String</Type>
<Desc>The name of the payment card holder as specified on the card being used for payment.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CardHolderName</AbbrName>
<OverrideXMLName>CardHolderName</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>489</Tag>
<FieldName>CardNumber</FieldName>
<Type>String</Type>
<Desc>The number of the payment card as specified on the card being used for payment.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CardNum</AbbrName>
<OverrideXMLName>CardNum</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>490</Tag>
<FieldName>CardExpDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>The expiry date of the payment card as specified on the card being used for payment. </Desc>
<LenRefers>0</LenRefers>
<AbbrName>CardExpDt</AbbrName>
<OverrideXMLName>CardExpDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>491</Tag>
<FieldName>CardIssNum</FieldName>
<Type>String</Type>
<Desc>The issue number of the payment card as specified on the card being used for payment.  This is only applicable to certain types of card.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CardIssNum</AbbrName>
<OverrideXMLName>CardIssNum</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>492</Tag>
<FieldName>PaymentMethod</FieldName>
<Type>int</Type>
<Desc>A code identifying the Settlement payment method.1 = CREST2 = NSCC3 = Euroclear4 = Clearstream5 = Cheque6 = Telegraphic Transfer7  = FedWire8 = Debit Card9 = Direct Debit (BECS)10 = Direct Credit (BECS)11 = Credit Card12 = ACH Debit13 = ACH Credit14 = BPAY15 = High Value Clearing System (HVACS)16 through 998 are reserved for future useValues above 1000 are available for use by private agreement among counterparties</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PmtMethod</AbbrName>
<OverrideXMLName>PmtMethod</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>493</Tag>
<FieldName>RegistAcctType</FieldName>
<Type>String</Type>
<Desc>For CIV – a  fund manager-defined code identifying which of the fund manager’s account types is required.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RegistAcctTyp</AbbrName>
<OverrideXMLName>RegistAcctTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>494</Tag>
<FieldName>Designation</FieldName>
<Type>String</Type>
<Desc>Free format text defining the designation to be associated with a holding on the register.  Used to identify assets of a specific underlying investor using a common registration, e.g. a broker’s nominee or street name.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Designation</AbbrName>
<OverrideXMLName>Designation</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>495</Tag>
<FieldName>TaxAdvantageType</FieldName>
<Type>int</Type>
<Desc>For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held.0=None/Not Applicable (default)1 = Maxi ISA (UK)2 = TESSA (UK)3 = Mini Cash ISA (UK)4 = Mini Stocks and Shares ISA (UK)5 = Mini Insurance ISA (UK)6 = Current year payment (US)7 = Prior year payment (US)8 = Asset transfer (US) 9 = Employee - prior year (US)10 = Employee – current year (US)11 = Employer - prior year (US)12 = Employer – current year (US)13 = Non-fund prototype IRA (US) 14 = Non-fund qualified plan (US) 15 = Defined contribution plan (US) 16 = Individual Retirement Account (US) 17 = Individual Retirement Account – Rollover (US)18 = KEOGH (US)19 = Profit Sharing Plan (US)20 = 401K (US)21 = Self-Directed IRA (US)22 = 403(b) (US)23 = 457 (US)24 = Roth IRA (fund prototype) (US)25 = Roth IRA (non-prototype) (US)26 = Roth Conversion IRA (fund prototype) (US)27 = Roth Conversion IRA (non-prototype) (US)28 = Education IRA (fund prototype) (US)29 = Education IRA (non-prototype) (US)30 – 998 are reserved for future use by recognized taxation authorities999=Othervalues above 1000 are available for use by private agreement among counterparties</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TaxAdvantageTyp</AbbrName>
<OverrideXMLName>TaxAdvantageTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>496</Tag>
<FieldName>RegistRejReasonText</FieldName>
<Type>String</Type>
<Desc>Text indicating reason(s) why a Registration Instruction has been rejected.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RegistRejRsnText</AbbrName>
<OverrideXMLName>RegistRejRsnText</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>497</Tag>
<FieldName>FundRenewWaiv</FieldName>
<Type>char</Type>
<Desc>A one character code identifying whether the Fund based renewal commission is to be waived.  Valid values are:Y = YesN = No</Desc>
<LenRefers>0</LenRefers>
<AbbrName>FundRenewWaiv</AbbrName>
<OverrideXMLName>FundRenewWaiv</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>498</Tag>
<FieldName>CashDistribAgentName</FieldName>
<Type>String</Type>
<Desc>Name of local agent bank if for cash distributions</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CshDistribAgentName</AbbrName>
<OverrideXMLName>CshDistribAgentName</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>499</Tag>
<FieldName>CashDistribAgentCode</FieldName>
<Type>String</Type>
<Desc>BIC (Bank Identification Code--Swift managed) code of  agent bank for cash distributions</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CshDistribAgentCode</AbbrName>
<OverrideXMLName>CshDistribAgentCode</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>500</Tag>
<FieldName>CashDistribAgentAcctNumber</FieldName>
<Type>String</Type>
<Desc>Account number at agent bank for distributions.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CshDistribAgentAcctNum</AbbrName>
<OverrideXMLName>CshDistribAgentAcctNum</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>501</Tag>
<FieldName>CashDistribPayRef</FieldName>
<Type>String</Type>
<Desc>Free format Payment reference to assist with reconciliation of distributions.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CshDistribPayRef</AbbrName>
<OverrideXMLName>CshDistribPayRef</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>502</Tag>
<FieldName>CashDistribAgentAcctName</FieldName>
<Type>String</Type>
<Desc>Name of account at agent bank for distributions.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CshDistribAgentAcctName</AbbrName>
<OverrideXMLName>CshDistribAgentAcctName</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>503</Tag>
<FieldName>CardStartDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>The start date of the card as specified on the card being used for payment. </Desc>
<LenRefers>0</LenRefers>
<AbbrName>CardStartDt</AbbrName>
<OverrideXMLName>CardStartDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>504</Tag>
<FieldName>PaymentDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>The date written on a cheque or date payment should  be submitted to the relevant clearing system.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PmtDt</AbbrName>
<OverrideXMLName>PmtDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>505</Tag>
<FieldName>PaymentRemitterID</FieldName>
<Type>String</Type>
<Desc>Identifies sender of a payment, e.g. the payment remitter or a customer reference number.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PmtRemitterID</AbbrName>
<OverrideXMLName>PmtRemitterID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>506</Tag>
<FieldName>RegistStatus</FieldName>
<Type>char</Type>
<Desc>Registration status as returned by the broker or  (for CIV) the fund manager:A = AcceptedR = RejectedH = HeldN = Reminder – i.e. Registration Instructions are still outstanding</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RegStat</AbbrName>
<OverrideXMLName>RegStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>507</Tag>
<FieldName>RegistRejReasonCode</FieldName>
<Type>int</Type>
<Desc>Reason(s) why Registration Instructions has been rejected.
Possible values of reason code include:1 = Invalid/unacceptable Account Type
2 = Invalid/unacceptable Tax Exempt Type
3 = Invalid/unacceptable Ownership Type
4 = Invalid/unacceptable No Reg Detls
5 = Invalid/unacceptable Reg Seq No
6 = Invalid/unacceptable Reg Dtls
7 = Invalid/unacceptable Mailing Dtls
8 = Invalid/unacceptable Mailing Inst
9 = Invalid/unacceptable Investor ID
10 = Invalid/unacceptable Investor ID Source
11 = Invalid/unacceptable Date of Birth
12 = Invalid/unacceptable Investor Country Of Residence
13 = Invalid/unacceptable NoDistribInstns
14 = Invalid/unacceptable Distrib Percentage
15 = Invalid/unacceptable Distrib Payment Method 
16 = Invalid/unacceptable Cash Distrib Agent Acct Name
17 = Invalid/unacceptable Cash Distrib Agent Code
18 = Invalid/unacceptable Cash Distrib Agent Acct NumThe reason may be further amplified in the RegistRejReasonCode field.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RegistRejRsnCode</AbbrName>
<OverrideXMLName>RegistRejRsnCode</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>508</Tag>
<FieldName>RegistRefID</FieldName>
<Type>String</Type>
<Desc>Reference identifier for the RegistID with Cancel and Replace RegistTransType transaction types.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RegistRefID</AbbrName>
<OverrideXMLName>RegistRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>509</Tag>
<FieldName>RegistDtls</FieldName>
<Type>String</Type>
<Desc>Set of Registration name and address details, possibly including phone, fax etc.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RegistDtls</AbbrName>
<OverrideXMLName>RegistDtls</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>510</Tag>
<FieldName>NoDistribInsts</FieldName>
<Type>NumInGroup</Type>
<Desc>The number of Distribution Instructions on a Registration Instructions message</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoDistribInsts</AbbrName>
<OverrideXMLName>NoDistribInsts</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>511</Tag>
<FieldName>RegistEmail</FieldName>
<Type>String</Type>
<Desc>Email address relating to Registration name and address details</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RegistEmail</AbbrName>
<OverrideXMLName>RegistEmail</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>512</Tag>
<FieldName>DistribPercentage</FieldName>
<Type>Percentage</Type>
<Desc>The amount of each distribution to go to this beneficiary, expressed as a percentage</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DistribPctage</AbbrName>
<OverrideXMLName>DistribPctage</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>513</Tag>
<FieldName>RegistID</FieldName>
<Type>String</Type>
<Desc>Unique identifier of the registration details as assigned by institution or intermediary.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RegistID</AbbrName>
<OverrideXMLName>RegistID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>514</Tag>
<FieldName>RegistTransType</FieldName>
<Type>char</Type>
<Desc>Identifies Registration Instructions transaction type Valid values:0 = New1 = Replace2 = Cancel</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RegistTransTyp</AbbrName>
<OverrideXMLName>RegistTransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>515</Tag>
<FieldName>ExecValuationPoint</FieldName>
<Type>UTCTimestamp</Type>
<Desc>For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ExecValuationPoint</AbbrName>
<OverrideXMLName>ExecValuationPoint</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>516</Tag>
<FieldName>OrderPercent</FieldName>
<Type>Percentage</Type>
<Desc>For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor’s total holding to be sold. For a CIV switch/exchange it specifies percentage of investor’s cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty in shares/units for subsequent messages.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Pct</AbbrName>
<OverrideXMLName>Pct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>517</Tag>
<FieldName>OwnershipType</FieldName>
<Type>char</Type>
<Desc>The relationship between Registration parties.J = Joint InvestorsT = Tenants in Common 2 = Joint Trustees</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OwnershipTyp</AbbrName>
<OverrideXMLName>OwnershipTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>518</Tag>
<FieldName>NoContAmts</FieldName>
<Type>NumInGroup</Type>
<Desc>The number of Contract Amount details on an Execution Report message</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoContAmts</AbbrName>
<OverrideXMLName>NoContAmts</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>519</Tag>
<FieldName>ContAmtType</FieldName>
<Type>int</Type>
<Desc>Type of Contract Amount.For UK valid values include:1 = Commission Amount (actual)2 = Commission % (actual)3 = Initial Charge Amount4 = Initial Charge %5 = Discount Amount6 = Discount %7 = Dilution Levy Amount8 = Dilution Levy %9 = Exit Charge Amount10 = Exit Charge %11 = Fund-based Renewal Commission % (a.k.a. Trail commission)12 = Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value)13 = Fund-based Renewal Commission Amount  (based on Order value)14 = Fund-based Renewal Commission Amount  (based on Projected Fund value)15 = Net Settlement AmountNOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 12/13.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ContAmtTyp</AbbrName>
<OverrideXMLName>ContAmtTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>520</Tag>
<FieldName>ContAmtValue</FieldName>
<Type>float</Type>
<Desc>Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ContAmtValu</AbbrName>
<OverrideXMLName>ContAmtValu</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>521</Tag>
<FieldName>ContAmtCurr</FieldName>
<Type>Currency</Type>
<Desc>Specifies currency for the Contract amount if different from the Deal Currency - see &quot;Appendix A; Valid Currency Codes&quot;.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ContAmtCurr</AbbrName>
<OverrideXMLName>ContAmtCurr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>522</Tag>
<FieldName>OwnerType</FieldName>
<Type>int</Type>
<Desc>Identifies the type of owner.Valid values:1 = Individual Investor2 = Public Company3 = Private Company4 = Individual Trustee5 = Company Trustee   6 = Pension Plan 7 = Custodian Under Gifts to Minors Act 8 = Trusts 9 = Fiduciaries   10 = Networking Sub-Account  11 = Non-Profit Organization12 = Corporate Body13 =Nominee</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OwnerTyp</AbbrName>
<OverrideXMLName>OwnerTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>523</Tag>
<FieldName>PartySubID</FieldName>
<Type>String</Type>
<Desc>Sub-identifier (e.g. Clearing Account for PartyRole=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc).  Not required when using PartyID, PartyIDSource, and PartyRole.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SubID</AbbrName>
<OverrideXMLName>SubID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>524</Tag>
<FieldName>NestedPartyID</FieldName>
<Type>String</Type>
<Desc>PartyID value within a nested repeating group.   Same values as  PartyID (448)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>525</Tag>
<FieldName>NestedPartyIDSource</FieldName>
<Type>char</Type>
<Desc>PartyIDSource value within a nested repeating group.   Same values as  PartyIDSource (447)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>IDSrc</AbbrName>
<OverrideXMLName>IDSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>526</Tag>
<FieldName>SecondaryClOrdID</FieldName>
<Type>String</Type>
<Desc>Assigned by the party which originates the order.  Can be used to provide the ClOrdID used by an exchange or executing system.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ScndClOrdID</AbbrName>
<OverrideXMLName>ScndClOrdID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>527</Tag>
<FieldName>SecondaryExecID</FieldName>
<Type>String</Type>
<Desc>Assigned by the party which accepts the order.  Can be used to provide the ExecID used by an exchange or executing system.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ScndExecID</AbbrName>
<OverrideXMLName>ScndExecID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>528</Tag>
<FieldName>OrderCapacity</FieldName>
<Type>char</Type>
<Desc>Designates the capacity of the firm placing the order.Valid values:A = AgencyG = ProprietaryI = IndividualP = Principal (Note for CMS purposes, Principal includes Proprietary)R = Riskless PrincipalW = Agent for Other Member(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions field)(see Volume 1: &quot;Glossary&quot; for value definitions)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Cpcty</AbbrName>
<OverrideXMLName>Cpcty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>529</Tag>
<FieldName>OrderRestrictions</FieldName>
<Type>MultipleStringValue</Type>
<Desc>Restrictions associated with an order.  If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.Valid values:1 = Program Trade2 = Index Arbitrage3 = Non-Index Arbitrage4 = Competing Market Maker5 = Acting as Market Maker or Specialist in the security6 = Acting as Market Maker or Specialist in the underlying security of a derivative security7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)8 = External Market Participant9 = External Inter-connected Market LinkageA = Riskless Arbitrage</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Rstctions</AbbrName>
<OverrideXMLName>Rstctions</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>530</Tag>
<FieldName>MassCancelRequestType</FieldName>
<Type>char</Type>
<Desc>Specifies scope of Order Mass Cancel Request.Valid values:1 = Cancel orders for a  security 2 = Cancel orders for an Underlying security3 = Cancel orders for a Product4 = Cancel orders for a CFICode5 = Cancel orders for a SecurityType6 = Cancel orders for a trading session7 = Cancel all orders</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MassCxlReqTyp</AbbrName>
<OverrideXMLName>MassCxlReqTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>531</Tag>
<FieldName>MassCancelResponse</FieldName>
<Type>char</Type>
<Desc>Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel RequestValid values:0 = Cancel Request Rejected  -- See MassCancelRejectReason (532)1 = Cancel orders for a security 2 = Cancel orders for an Underlying security3 = Cancel orders for a Product4 = Cancel orders for a CFICode5 = Cancel orders for a SecurityType6 = Cancel orders for a trading session7 = Cancel all orders</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MassCxlRsp</AbbrName>
<OverrideXMLName>MassCxlRsp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>532</Tag>
<FieldName>MassCancelRejectReason</FieldName>
<Type>char</Type>
<Desc>Reason Order Mass Cancel Request was rejectedValid valuess:0 = Mass Cancel Not Supported1 = Invalid or unknown Security2 = Invalid or unknown underlying3 = Invalid or unknown Product4 = Invalid or unknown CFICode5 = Invalid or unknown Security Type6 = Invalid or unknown trading session</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MassCxlRejRsn</AbbrName>
<OverrideXMLName>MassCxlRejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>533</Tag>
<FieldName>TotalAffectedOrders</FieldName>
<Type>int</Type>
<Desc>Total number of orders affected by mass cancel request.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TotAffctdOrds</AbbrName>
<OverrideXMLName>TotAffctdOrds</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>534</Tag>
<FieldName>NoAffectedOrders</FieldName>
<Type>int</Type>
<Desc>Number of affected orders in the repeating group of order ids.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoAffctdOrds</AbbrName>
<OverrideXMLName>NoAffctdOrds</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>535</Tag>
<FieldName>AffectedOrderID</FieldName>
<Type>String</Type>
<Desc>OrderID of an order affected by a mass cancel request.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AffctdOrdID</AbbrName>
<OverrideXMLName>AffctdOrdID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>536</Tag>
<FieldName>AffectedSecondaryOrderID</FieldName>
<Type>String</Type>
<Desc>SecondaryOrderID of an order affected by a mass cancel request.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AffctdScndOrdID</AbbrName>
<OverrideXMLName>AffctdScndOrdID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>537</Tag>
<FieldName>QuoteType</FieldName>
<Type>int</Type>
<Desc>Identifies the type of quote.Valid values:0 = Indicative1 = Tradeable2 = Restricted TradeableAn indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade.A tradeable quote is submitted to a market and willresult directly in a trade against other orders and quotes in a market.A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>538</Tag>
<FieldName>NestedPartyRole</FieldName>
<Type>int</Type>
<Desc>PartyRole value within a nested repeating group.   Same values as  PartyRole (452)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Role</AbbrName>
<OverrideXMLName>Role</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>539</Tag>
<FieldName>NoNestedPartyIDs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of NestedPartyID, NestedPartyIDSource, and NestedPartyRole entries</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoNstPtyIDs</AbbrName>
<OverrideXMLName>NoNstPtyIDs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>540</Tag>
<FieldName>TotalAccruedInterestAmt</FieldName>
<Type>Amt</Type>
<Desc>Total Amount of Accrued Interest for convertible bonds and fixed income</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TotAcrdIntAmt</AbbrName>
<OverrideXMLName>TotAcrdIntAmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>541</Tag>
<FieldName>MaturityDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Date of maturity.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MatDt</AbbrName>
<OverrideXMLName>MatDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>542</Tag>
<FieldName>UnderlyingMaturityDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Underlying security’s maturity date.  See MaturityDate (541) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Mat</AbbrName>
<OverrideXMLName>Mat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>543</Tag>
<FieldName>InstrRegistry</FieldName>
<Type>String</Type>
<Desc>The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded.Valid values:BIC (Bank Identification Code—Swift managed) = the depository or custodian who maintains ownership RecordsISO Country Code = country in which registry is kept&quot;ZZ&quot; = physical or bearer</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Rgstry</AbbrName>
<OverrideXMLName>Rgstry</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>544</Tag>
<FieldName>CashMargin</FieldName>
<Type>char</Type>
<Desc>Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.Valid values:1 = Cash2 = Margin Open3 = Margin Close</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CshMgn</AbbrName>
<OverrideXMLName>CshMgn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>545</Tag>
<FieldName>NestedPartySubID</FieldName>
<Type>String</Type>
<Desc>PartySubID value within a nested repeating group.   Same values as  PartySubID (523)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SubID</AbbrName>
<OverrideXMLName>SubID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>546</Tag>
<FieldName>Scope</FieldName>
<Type>MultipleStringValue</Type>
<Desc>Defines the scope of a data element.Valid values:1 = Local (Exchange, ECN, ATS)2 = National3 = Global</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Scope</AbbrName>
<OverrideXMLName>Scope</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>547</Tag>
<FieldName>MDImplicitDelete</FieldName>
<Type>Boolean</Type>
<Desc>Defines how a server handles distribution of a truncated book.  Defaults to broker option.Valid values:Y = Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request.N = Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ImplctDel</AbbrName>
<OverrideXMLName>ImplctDel</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>548</Tag>
<FieldName>CrossID</FieldName>
<Type>String</Type>
<Desc>Identifier for a cross order.  Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CrssID</AbbrName>
<OverrideXMLName>CrssID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>549</Tag>
<FieldName>CrossType</FieldName>
<Type>int</Type>
<Desc>Type of cross being submitted to a marketValid values:1 = Cross Trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an All or None.2 = Cross Trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an Immediate or Cancel on the other side. Note: The CrossPrioritzation field may be used to indicate which side should fully execute in this scenario.3 = Cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted with the CrossPrioritization field), but the unfilled portion remains active.4 = Cross trade is executed with existing orders with the same price. In the case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the cross is executed against the other side of the cross. The two sides potentially have different quantities.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CrssTyp</AbbrName>
<OverrideXMLName>CrssTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>550</Tag>
<FieldName>CrossPrioritization</FieldName>
<Type>int</Type>
<Desc>Indicates if one side or the other of a cross order should be prioritized.0 = None1 = Buy side is prioritized2 = Sell side is prioritizedThe definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CrssPriortstn</AbbrName>
<OverrideXMLName>CrssPriortstn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>551</Tag>
<FieldName>OrigCrossID</FieldName>
<Type>String</Type>
<Desc>CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OrigCrssID</AbbrName>
<OverrideXMLName>OrigCrssID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>552</Tag>
<FieldName>NoSides</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of Side repeating group instances.  Valid values:1 = one side2 = both sides</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoSides</AbbrName>
<OverrideXMLName>NoSides</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>553</Tag>
<FieldName>Username</FieldName>
<Type>String</Type>
<Desc>Userid or username.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Username</AbbrName>
<OverrideXMLName>Username</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>554</Tag>
<FieldName>Password</FieldName>
<Type>String</Type>
<Desc>Password or passphrase.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Password</AbbrName>
<OverrideXMLName>Password</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>555</Tag>
<FieldName>NoLegs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of InstrumentLeg repeating group instances.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoLegs</AbbrName>
<OverrideXMLName>NoLegs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>556</Tag>
<FieldName>LegCurrency</FieldName>
<Type>Currency</Type>
<Desc>Currency associated with a particular Leg&apos;s quantity</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Ccy</AbbrName>
<OverrideXMLName>Ccy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>557</Tag>
<FieldName>TotNoSecurityTypes</FieldName>
<Type>int</Type>
<Desc>Indicates total number of security types in the event that multiple Security Type messages are used to return results</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TotNoSecTyps</AbbrName>
<OverrideXMLName>TotNoSecTyps</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>558</Tag>
<FieldName>NoSecurityTypes</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of Security Type repeating group instances.  </Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoSecTyps</AbbrName>
<OverrideXMLName>NoSecTyps</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>559</Tag>
<FieldName>SecurityListRequestType</FieldName>
<Type>int</Type>
<Desc>Identifies the type/criteria of Security List RequestValid values:0 = Symbol1 = SecurityType and/or CFICode2 = Product3 = TradingSessionID4 = All Securities</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ListReqTyp</AbbrName>
<OverrideXMLName>ListReqTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>560</Tag>
<FieldName>SecurityRequestResult</FieldName>
<Type>int</Type>
<Desc>The results returned to a Security Request messageValid values:0 = Valid request1 = Invalid or unsupported request2 = No instruments found that match selection criteria3 = Not authorized to retrieve instrument data4 = Instrument data temporarily unavailable5 = Request for instrument data not supported</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ReqRslt</AbbrName>
<OverrideXMLName>ReqRslt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>561</Tag>
<FieldName>RoundLot</FieldName>
<Type>Qty</Type>
<Desc>The trading lot size of a security</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RndLot</AbbrName>
<OverrideXMLName>RndLot</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>562</Tag>
<FieldName>MinTradeVol</FieldName>
<Type>Qty</Type>
<Desc>The minimum trading volume for a security</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MinTrdVol</AbbrName>
<OverrideXMLName>MinTrdVol</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>563</Tag>
<FieldName>MultiLegRptTypeReq</FieldName>
<Type>int</Type>
<Desc>Indicates the method of execution reporting requested by issuer of the order.0 = Report by mulitleg security only (Do not report legs)1 = Report by multileg security and by instrument legs belonging to the multileg security.2 = Report by instrument legs belonging to the multileg security only (Do not report status of multileg security)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MLEGRptTypReq</AbbrName>
<OverrideXMLName>MLEGRptTypReq</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>564</Tag>
<FieldName>LegPositionEffect</FieldName>
<Type>char</Type>
<Desc>PositionEffect for leg of a multileg  See PositionEffect (77) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PosEfct</AbbrName>
<OverrideXMLName>PosEfct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>565</Tag>
<FieldName>LegCoveredOrUncovered</FieldName>
<Type>int</Type>
<Desc>CoveredOrUncovered for leg of a multileg  See CoveredOrUncovered (203) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Cover</AbbrName>
<OverrideXMLName>Cover</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>566</Tag>
<FieldName>LegPrice</FieldName>
<Type>Price</Type>
<Desc>Price for leg of a multileg  See Price (44) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Px</AbbrName>
<OverrideXMLName>Px</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>567</Tag>
<FieldName>TradSesStatusRejReason</FieldName>
<Type>int</Type>
<Desc>Indicates the reason a Trading Session Status Request was rejected.Valid values:1 = Unknown or invalid TradingSessionID</Desc>
<LenRefers>0</LenRefers>
<AbbrName>StatRejRsn</AbbrName>
<OverrideXMLName>StatRejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>568</Tag>
<FieldName>TradeRequestID</FieldName>
<Type>String</Type>
<Desc>Trade Capture Report Request ID</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ReqID</AbbrName>
<OverrideXMLName>ReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>569</Tag>
<FieldName>TradeRequestType</FieldName>
<Type>int</Type>
<Desc>Type of Trade Capture Report.Valid values:0 = All trades1 = Matched trades matching Criteria provided on request (parties, order id, instrument, input source, etc.)2 = Unmatched trades that match criteria3 = Unreported trades that match criteria4 = Advisories that match criteria</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ReqTyp</AbbrName>
<OverrideXMLName>ReqTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>570</Tag>
<FieldName>PreviouslyReported</FieldName>
<Type>Boolean</Type>
<Desc>Indicates if the trade capture report was previously reported to the counterpartyValid values:Y = previously reported to counterpartyN = not reported to counterparty</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PrevlyRpted</AbbrName>
<OverrideXMLName>PrevlyRpted</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>571</Tag>
<FieldName>TradeReportID</FieldName>
<Type>String</Type>
<Desc>Unique identifier of trade capture report</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RptID</AbbrName>
<OverrideXMLName>RptID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>572</Tag>
<FieldName>TradeReportRefID</FieldName>
<Type>String</Type>
<Desc>Reference identifier used with CANCEL and REPLACE transaction types.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RptRefID</AbbrName>
<OverrideXMLName>RptRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>573</Tag>
<FieldName>MatchStatus</FieldName>
<Type>char</Type>
<Desc>The status of this trade with respect to matching or comparison.Valid values:0 = compared, matched or affirmed1 = uncompared, unmatched, or unaffirmed2 = advisory or alert</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MtchStat</AbbrName>
<OverrideXMLName>MtchStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>574</Tag>
<FieldName>MatchType</FieldName>
<Type>String</Type>
<Desc>The point in the matching process at which this trade was matched.Valid values:For NYSE and AMEX:A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badgesA3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus two badges and execution time (within two-minute window)A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, andSpecial Trade Indicator plus two badgesA5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus execution time (within two-minute window)AQ = Compared records resulting from stamped advisories or specialistaccepts/pair-offsS1 to S5 = Summarized Match using A1 to A5 exact match criteria except quantity is summarizedM1 = Exact Match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges and timesM2 = Summarized Match minus badges and timesMT = OCS Locked In For NASDAQ:M1 = ACT M1 MatchM2 = ACT M2 MatchM3 = ACT Accepted TradeM4 = ACT Default TradeM5 = ACT Default After M2M6 = ACT M6 MatchMT = Non-ACT</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MtchTyp</AbbrName>
<OverrideXMLName>MtchTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>575</Tag>
<FieldName>OddLot</FieldName>
<Type>Boolean</Type>
<Desc>This trade is to be treated as an odd lotValues:Y = treat as odd lotN = treat as round lotIf this field is not specified, the default will be &quot;N&quot;</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OddLot</AbbrName>
<OverrideXMLName>OddLot</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>576</Tag>
<FieldName>NoClearingInstructions</FieldName>
<Type>int</Type>
<Desc>Number of clearing instructions</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoClrngInstrctns</AbbrName>
<OverrideXMLName>NoClrngInstrctns</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>577</Tag>
<FieldName>ClearingInstruction</FieldName>
<Type>int</Type>
<Desc>Eligibility of this trade for clearing and central counterparty processingValid values:0 = process normally1 = exclude from all netting2 = bilateral netting only3 = ex clearing4 = special trade5 = multilateral netting6 = clear against central counterparty7 = exclude from central counterparty8 = Manual mode (pre-posting and/or pre-giveup)9 = Automatic posting mode (trade posting to the position account number specified)10 = Automatic give-up mode (trade give-up to the give-up destination number specified)values above 4000 are reserved for agreement between parties</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ClrngInstrctn</AbbrName>
<OverrideXMLName>ClrngInstrctn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>578</Tag>
<FieldName>TradeInputSource</FieldName>
<Type>String</Type>
<Desc>Type of input device or system from which the trade was entered.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>InptSrc</AbbrName>
<OverrideXMLName>InptSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>579</Tag>
<FieldName>TradeInputDevice</FieldName>
<Type>String</Type>
<Desc>Specific device number, terminal number or station where trade was entered</Desc>
<LenRefers>0</LenRefers>
<AbbrName>InptDev</AbbrName>
<OverrideXMLName>InptDev</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>580</Tag>
<FieldName>NoDates</FieldName>
<Type>int</Type>
<Desc>Number of Date fields provided in date range</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoDts</AbbrName>
<OverrideXMLName>NoDts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>581</Tag>
<FieldName>AccountType</FieldName>
<Type>int</Type>
<Desc>Type of account associated with an orderValid values:1 = Account is carried on customer Side of Books2 = Account is carried on non-Customer Side of books3 = House Trader4 = Floor Trader6 = Account is carried on non-customer side of books and is cross margined7 = Account is house trader and is cross margined8 = Joint Backoffice Account (JBO)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>AcctTyp</AbbrName>
<OverrideXMLName>AcctTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>582</Tag>
<FieldName>CustOrderCapacity</FieldName>
<Type>int</Type>
<Desc>Capacity of customer placing the order1 = Member trading for their own account2 = Clearing Firm trading for its proprietary account3 = Member trading for another member4 = All other Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CustCpcty</AbbrName>
<OverrideXMLName>CustCpcty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>583</Tag>
<FieldName>ClOrdLinkID</FieldName>
<Type>String</Type>
<Desc>Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ClOrdLinkID</AbbrName>
<OverrideXMLName>ClOrdLinkID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>584</Tag>
<FieldName>MassStatusReqID</FieldName>
<Type>String</Type>
<Desc>Value assigned by issuer of Mass Status Request to uniquely identify the request</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MassStatReqID</AbbrName>
<OverrideXMLName>MassStatReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>585</Tag>
<FieldName>MassStatusReqType</FieldName>
<Type>int</Type>
<Desc>Mass Status Request TypeValid values:1 = Status for orders for a security 2 = Status for orders for an Underlying security3 = Status for orders for a Product4 = Status for orders for a CFICode5 = Status for orders for a SecurityType6 = Status for orders for a trading session7 = Status for all orders8 = Status for orders for a PartyID</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MassStatReqTyp</AbbrName>
<OverrideXMLName>MassStatReqTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>586</Tag>
<FieldName>OrigOrdModTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order.The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued.This is provided to support markets similar to Eurex and A/C/E.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OrigOrdModTm</AbbrName>
<OverrideXMLName>OrigOrdModTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>587</Tag>
<FieldName>LegSettlType</FieldName>
<Type>char</Type>
<Desc>Refer to values for SettlmntTyp[63]</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlTyp</AbbrName>
<OverrideXMLName>SettlTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>588</Tag>
<FieldName>LegSettlDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Refer to description for FutSettDate[64]</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlDt</AbbrName>
<OverrideXMLName>SettlDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>589</Tag>
<FieldName>DayBookingInst</FieldName>
<Type>char</Type>
<Desc>Indicates whether or not automatic booking can occur.0 = Can trigger booking without reference to the order initiator (&quot;auto&quot;)1 = Speak with order initiator before booking (&quot;speak first&quot;)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DayBkngInst</AbbrName>
<OverrideXMLName>DayBkngInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>590</Tag>
<FieldName>BookingUnit</FieldName>
<Type>char</Type>
<Desc>Indicates what constitutes a bookable unit.0 = Each partial execution is a bookable unit1 = Aggregate partial executions on this order, and book one trade per order2 = Aggregate executions for this symbol, side, and settlement date</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BkngUnit</AbbrName>
<OverrideXMLName>BkngUnit</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>591</Tag>
<FieldName>PreallocMethod</FieldName>
<Type>char</Type>
<Desc>Indicates the method of preallocation.0 = Pro-rata1 = Do not pro-rata = discuss first</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PreallocMethod</AbbrName>
<OverrideXMLName>PreallocMethod</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>592</Tag>
<FieldName>UnderlyingCountryOfIssue</FieldName>
<Type>Country</Type>
<Desc>Underlying security’s CountryOfIssue.  See CountryOfIssue (470) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Ctry</AbbrName>
<OverrideXMLName>Ctry</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>593</Tag>
<FieldName>UnderlyingStateOrProvinceOfIssue</FieldName>
<Type>String</Type>
<Desc>Underlying security’s StateOrProvinceOfIssue.  See StateOrProvinceOfIssue (471) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>StOrProvnc</AbbrName>
<OverrideXMLName>StOrProvnc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>594</Tag>
<FieldName>UnderlyingLocaleOfIssue</FieldName>
<Type>String</Type>
<Desc>Underlying security’s LocaleOfIssue.  See LocaleOfIssue (472) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Lcl</AbbrName>
<OverrideXMLName>Lcl</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>595</Tag>
<FieldName>UnderlyingInstrRegistry</FieldName>
<Type>String</Type>
<Desc>Underlying security’s InstrRegistry.  See InstrRegistry (543) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Rgstry</AbbrName>
<OverrideXMLName>Rgstry</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>596</Tag>
<FieldName>LegCountryOfIssue</FieldName>
<Type>Country</Type>
<Desc>Multileg instrument&apos;s individual leg security’s CountryOfIssue.  See CountryOfIssue (470) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Ctry</AbbrName>
<OverrideXMLName>Ctry</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>597</Tag>
<FieldName>LegStateOrProvinceOfIssue</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual leg security’s StateOrProvinceOfIssue.  See StateOrProvinceOfIssue (471) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>StOrProvnc</AbbrName>
<OverrideXMLName>StOrProvnc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>598</Tag>
<FieldName>LegLocaleOfIssue</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual leg security’s LocaleOfIssue.  See LocaleOfIssue (472) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Lcl</AbbrName>
<OverrideXMLName>Lcl</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>599</Tag>
<FieldName>LegInstrRegistry</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual leg security’s InstrRegistry.  See InstrRegistry (543) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Rgstry</AbbrName>
<OverrideXMLName>Rgstry</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>600</Tag>
<FieldName>LegSymbol</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s Symbol.  See Symbol (55) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Sym</AbbrName>
<OverrideXMLName>Sym</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>601</Tag>
<FieldName>LegSymbolSfx</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s SymbolSfx.  See SymbolSfx (65) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Sfx</AbbrName>
<OverrideXMLName>Sfx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>602</Tag>
<FieldName>LegSecurityID</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s SecurityID.  See SecurityID (48) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>603</Tag>
<FieldName>LegSecurityIDSource</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s SecurityIDSource.  See SecurityIDSource (22) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>IDSrc</AbbrName>
<OverrideXMLName>IDSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>604</Tag>
<FieldName>NoLegSecurityAltID</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s NoSecurityAltID.  See NoSecurityAltID (454) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoLegSecAltID</AbbrName>
<OverrideXMLName>NoLegSecAltID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>605</Tag>
<FieldName>LegSecurityAltID</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s SecurityAltID.  See SecurityAltID (455) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SecAltID</AbbrName>
<OverrideXMLName>SecAltID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>606</Tag>
<FieldName>LegSecurityAltIDSource</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s SecurityAltIDSource.  See SecurityAltIDSource (456) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SecAltIDSrc</AbbrName>
<OverrideXMLName>SecAltIDSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>607</Tag>
<FieldName>LegProduct</FieldName>
<Type>int</Type>
<Desc>Multileg instrument&apos;s individual  security’s Product.  See Product (460) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Prod</AbbrName>
<OverrideXMLName>Prod</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>608</Tag>
<FieldName>LegCFICode</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s CFICode.  See CFICode (461) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CFI</AbbrName>
<OverrideXMLName>CFI</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>609</Tag>
<FieldName>LegSecurityType</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s SecurityType.  See SecurityType (167) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SecTyp</AbbrName>
<OverrideXMLName>SecTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>610</Tag>
<FieldName>LegMaturityMonthYear</FieldName>
<Type>month-year</Type>
<Desc>Multileg instrument&apos;s individual  security’s MaturityMonthYear.  See MaturityMonthYear (200) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MMY</AbbrName>
<OverrideXMLName>MMY</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>611</Tag>
<FieldName>LegMaturityDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Multileg instrument&apos;s individual  security’s MaturityDate.  See MaturityDate (541) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Mat</AbbrName>
<OverrideXMLName>Mat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>612</Tag>
<FieldName>LegStrikePrice</FieldName>
<Type>Price</Type>
<Desc>Multileg instrument&apos;s individual  security’s StrikePrice.  See StrikePrice (202) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Strk</AbbrName>
<OverrideXMLName>Strk</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>613</Tag>
<FieldName>LegOptAttribute</FieldName>
<Type>char</Type>
<Desc>Multileg instrument&apos;s individual  security’s OptAttribute.  See OptAttribute (206) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OptA</AbbrName>
<OverrideXMLName>OptA</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>614</Tag>
<FieldName>LegContractMultiplier</FieldName>
<Type>float</Type>
<Desc>Multileg instrument&apos;s individual  security’s ContractMultiplier.  See ContractMultiplier (231) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Cmult</AbbrName>
<OverrideXMLName>Cmult</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>615</Tag>
<FieldName>LegCouponRate</FieldName>
<Type>Percentage</Type>
<Desc>Multileg instrument&apos;s individual  security’s CouponRate.  See CouponRate (223) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CpnRt</AbbrName>
<OverrideXMLName>CpnRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>616</Tag>
<FieldName>LegSecurityExchange</FieldName>
<Type>Exchange</Type>
<Desc>Multileg instrument&apos;s individual  security’s SecurityExchange.  See SecurityExchange (207) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Exch</AbbrName>
<OverrideXMLName>Exch</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>617</Tag>
<FieldName>LegIssuer</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s Issuer.  See Issuer (106) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Issr</AbbrName>
<OverrideXMLName>Issr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>618</Tag>
<FieldName>EncodedLegIssuerLen</FieldName>
<Type>Length</Type>
<Desc>Multileg instrument&apos;s individual  security’s EncodedIssuerLen.  See EncodedIssuerLen (348) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncLegIssrLen</AbbrName>
<OverrideXMLName>EncLegIssrLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>619</Tag>
<FieldName>EncodedLegIssuer</FieldName>
<Type>data</Type>
<Desc>Multileg instrument&apos;s individual  security’s EncodedIssuer.  See EncodedIssuer (349) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncLegIssr</AbbrName>
<OverrideXMLName>EncLegIssr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>620</Tag>
<FieldName>LegSecurityDesc</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s SecurityDesc.  See SecurityDesc (107) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Desc</AbbrName>
<OverrideXMLName>Desc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>621</Tag>
<FieldName>EncodedLegSecurityDescLen</FieldName>
<Type>Length</Type>
<Desc>Multileg instrument&apos;s individual  security’s EncodedSecurityDescLen.  See EncodedSecurityDescLen (350) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncLegSecDescLen</AbbrName>
<OverrideXMLName>EncLegSecDescLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>622</Tag>
<FieldName>EncodedLegSecurityDesc</FieldName>
<Type>data</Type>
<Desc>Multileg instrument&apos;s individual  security’s EncodedSecurityDesc.  See EncodedSecurityDesc (351) field for description</Desc>
<LenRefers>0</LenRefers>
<AbbrName>EncLegSecDesc</AbbrName>
<OverrideXMLName>EncLegSecDesc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>623</Tag>
<FieldName>LegRatioQty</FieldName>
<Type>float</Type>
<Desc>The ratio of quantity for this individual leg relative to the entire multileg security.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RatioQty</AbbrName>
<OverrideXMLName>RatioQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>624</Tag>
<FieldName>LegSide</FieldName>
<Type>char</Type>
<Desc>The side of this individual leg (multileg security).  See Side (54) field for description and values</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Side</AbbrName>
<OverrideXMLName>Side</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>625</Tag>
<FieldName>TradingSessionSubID</FieldName>
<Type>String</Type>
<Desc>Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>TrdgSessSubID</AbbrName>
<OverrideXMLName>TrdgSessSubID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>626</Tag>
<FieldName>AllocType</FieldName>
<Type>int</Type>
<Desc>Describes the specific type or purpose of an Allocation message (i.e. &quot;Buyside Calculated&quot;) Valid values:1 = Buyside Calculated (includes MiscFees and NetMoney)2 = Buyside Preliminary (without MiscFees and NetMoney)3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney)4 = Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney)5  = Buyside Ready-To-Book - Single Order6 = Buyside Ready-To-Book - Combined Set of Orders(see Volume 1: &quot;Glossary&quot; for value definitions)</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>627</Tag>
<FieldName>NoHops</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of HopCompID entries in repeating group.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>NoHops</AbbrName>
<OverrideXMLName>NoHops</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>628</Tag>
<FieldName>HopCompID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple “hops” are performed). It is recommended that this value be the SenderCompID (49) of the third party.Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or “hubs”.  Only applicable if OnBehalfOfCompID (115) is being used.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>629</Tag>
<FieldName>HopSendingTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or “hubs”.  Only applicable if OnBehalfOfCompID (115) is being used.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Snt</AbbrName>
<OverrideXMLName>Snt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>630</Tag>
<FieldName>HopRefID</FieldName>
<Type>SeqNum</Type>
<Desc>Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or “hubs”.  Only applicable if OnBehalfOfCompID (115) is being used.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Ref</AbbrName>
<OverrideXMLName>Ref</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>631</Tag>
<FieldName>MidPx</FieldName>
<Type>Price</Type>
<Desc>Mid price/rate</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MidPx</AbbrName>
<OverrideXMLName>MidPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>632</Tag>
<FieldName>BidYield</FieldName>
<Type>Percentage</Type>
<Desc>Bid yield</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BidYld</AbbrName>
<OverrideXMLName>BidYld</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>633</Tag>
<FieldName>MidYield</FieldName>
<Type>Percentage</Type>
<Desc>Mid yield</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MidYld</AbbrName>
<OverrideXMLName>MidYld</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>634</Tag>
<FieldName>OfferYield</FieldName>
<Type>Percentage</Type>
<Desc>Offer yield</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OfrYld</AbbrName>
<OverrideXMLName>OfrYld</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>635</Tag>
<FieldName>ClearingFeeIndicator</FieldName>
<Type>String</Type>
<Desc>Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. Valid Values (source CBOT, CME, NYBOT, and NYMEX):B = CBOE MemberC = Non-member and CustomerE = Equity Member and Clearing MemberF = Full and Associate Member trading for own account and as floor BrokersH = 106.H and 106.J FirmsI = GIM, IDEM and COM Membership Interest HoldersL = Lessee and 106.F EmployeesM = All other ownership types1 = 1st year delegate trading for his own account2 = 2nd year delegate trading for his own account3 = 3rd year delegate trading for his own account4 = 4th year delegate trading for his own account5 = 5th year delegate trading for his own account9 = 6th year and beyond delegate trading for his own account</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ClrngFeeInd</AbbrName>
<OverrideXMLName>ClrngFeeInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>636</Tag>
<FieldName>WorkingIndicator</FieldName>
<Type>Boolean</Type>
<Desc>Indicates if the order is currently being worked.  Applicable only for OrdStatus = “New”.  For open outcry markets this indicates that the order is being worked in the crowd.  For electronic markets it indicates that the order has transitioned from a contingent order to a market order. Valid values:Y = Order is currently being workedN = Order has been accepted but not yet in a working state</Desc>
<LenRefers>0</LenRefers>
<AbbrName>WorkingInd</AbbrName>
<OverrideXMLName>WorkingInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>637</Tag>
<FieldName>LegLastPx</FieldName>
<Type>Price</Type>
<Desc>Execution price assigned to a leg of a multileg instrument.      See LastPx (31) field for description and values</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LastPx</AbbrName>
<OverrideXMLName>LastPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>638</Tag>
<FieldName>PriorityIndicator</FieldName>
<Type>int</Type>
<Desc>Indicates if a Cancel/Replace has caused an order to lose book priority.Valid values:0 = Priority Unchanged1 = Lost Priority as result of order change</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PriInd</AbbrName>
<OverrideXMLName>PriInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>639</Tag>
<FieldName>PriceImprovement</FieldName>
<Type>PriceOffset</Type>
<Desc>Amount of price improvement.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>PxImprvmnt</AbbrName>
<OverrideXMLName>PxImprvmnt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>640</Tag>
<FieldName>Price2</FieldName>
<Type>Price</Type>
<Desc>Price of the future part of a F/X swap order.   See Price (44) for description.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>Px2</AbbrName>
<OverrideXMLName>Px2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>641</Tag>
<FieldName>LastForwardPoints2</FieldName>
<Type>PriceOffset</Type>
<Desc>F/X forward points of the future part of a F/X swap order added to LastSpotRate.  May be a negative value.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LastFwdPnts2</AbbrName>
<OverrideXMLName>LastFwdPnts2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>642</Tag>
<FieldName>BidForwardPoints2</FieldName>
<Type>PriceOffset</Type>
<Desc>Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>BidFwdPnts2</AbbrName>
<OverrideXMLName>BidFwdPnts2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>643</Tag>
<FieldName>OfferForwardPoints2</FieldName>
<Type>PriceOffset</Type>
<Desc>Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>OfrFwdPnts2</AbbrName>
<OverrideXMLName>OfrFwdPnts2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>644</Tag>
<FieldName>RFQReqID</FieldName>
<Type>String</Type>
<Desc>RFQ Request ID – used to identify an RFQ Request.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RFQReqID</AbbrName>
<OverrideXMLName>RFQReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>645</Tag>
<FieldName>MktBidPx</FieldName>
<Type>Price</Type>
<Desc>Used to indicate the best bid in a market</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MktBidPx</AbbrName>
<OverrideXMLName>MktBidPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>646</Tag>
<FieldName>MktOfferPx</FieldName>
<Type>Price</Type>
<Desc>Used to indicate the best offer in a market</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MktOfrPx</AbbrName>
<OverrideXMLName>MktOfrPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>647</Tag>
<FieldName>MinBidSize</FieldName>
<Type>Qty</Type>
<Desc>Used to indicate a minimum quantity for a bid. If this field is used the BidSize field is interpreted as the maximum bid size</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MinBidSz</AbbrName>
<OverrideXMLName>MinBidSz</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>648</Tag>
<FieldName>MinOfferSize</FieldName>
<Type>Qty</Type>
<Desc>Used to indicate a minimum quantity for an offer. If this field is used the OfferSize field is interpreted as the maximum offer size.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>MinOfrSz</AbbrName>
<OverrideXMLName>MinOfrSz</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>649</Tag>
<FieldName>QuoteStatusReqID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for Quote Status Request.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>StatReqID</AbbrName>
<OverrideXMLName>StatReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>650</Tag>
<FieldName>LegalConfirm</FieldName>
<Type>Boolean</Type>
<Desc>Indicates that this message is to serve as the final and legal confirmation.Valid values:Y = Legal confirmN = Does not constitute a legal confirm</Desc>
<LenRefers>0</LenRefers>
<AbbrName>LegalCnfm</AbbrName>
<OverrideXMLName>LegalCnfm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>651</Tag>
<FieldName>UnderlyingLastPx</FieldName>
<Type>Price</Type>
<Desc>The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>UndLastPx</AbbrName>
<OverrideXMLName>UndLastPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>652</Tag>
<FieldName>UnderlyingLastQty</FieldName>
<Type>Qty</Type>
<Desc>The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>UndLastQty</AbbrName>
<OverrideXMLName>UndLastQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>653</Tag>
<FieldName>SecDefStatus</FieldName>
<Type>int</Type>
<Desc>State of a security definition request made to a market. Useful for markets, such as derivatives markets, where market participants are permitted to define instruments for subsequent tradingValid values:0 = Pending Approval1 = Approved (Accepted)2 = Rejected 3 = Unauthorized request4 = Invalid definition request</Desc>
<LenRefers>0</LenRefers>
<AbbrName>DefStat</AbbrName>
<OverrideXMLName>DefStat</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>654</Tag>
<FieldName>LegRefID</FieldName>
<Type>String</Type>
<Desc>Unique indicator for a specific leg.</Desc>
<LenRefers>0</LenRefers>
<AbbrName>RefID</AbbrName>
<OverrideXMLName>RefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>655</Tag>
<FieldName>ContraLegRefID</FieldName>
<Type>String</Type>
<Desc>Unique indicator for a specific leg for the ContraBroker (375).</Desc>
<LenRefers>0</LenRefers>
<AbbrName>CntraLegRefID</AbbrName>
<OverrideXMLName>CntraLegRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>656</Tag>
<FieldName>SettlCurrBidFxRate</FieldName>
<Type>float</Type>
<Desc>Foreign exchange rate used to compute the bid “SettlCurrAmt” from Currency to SettlCurrency</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlCurrBidFxRt</AbbrName>
<OverrideXMLName>SettlCurrBidFxRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>657</Tag>
<FieldName>SettlCurrOfferFxRate</FieldName>
<Type>float</Type>
<Desc>Foreign exchange rate used to compute the offer “SettlCurrAmt” from Currency to SettlCurrency</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SettlCurrOfrFxRt</AbbrName>
<OverrideXMLName>SettlCurrOfrFxRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>658</Tag>
<FieldName>QuoteRequestRejectReason</FieldName>
<Type>int</Type>
<Desc>Reason Quote was rejected:Valid Values:1 = Unknown symbol (Security)2 = Exchange(Security) closed3 = Quote Request exceeds limit4 = Too late to enter 5 = Invalid price6 = Not authorized to request quote</Desc>
<LenRefers>0</LenRefers>
<AbbrName>ReqRejRsn</AbbrName>
<OverrideXMLName>ReqRejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>659</Tag>
<FieldName>SideComplianceID</FieldName>
<Type>String</Type>
<Desc>ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).</Desc>
<LenRefers>0</LenRefers>
<AbbrName>SideComplianceID</AbbrName>
<OverrideXMLName>SideComplianceID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
</dataroot>
